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HURRICANE RISK MANAGEMENT WITH CLIMATE AND CO2 INDICES

  • Published:2016-10-03 Issue:3 Volume:85 Page:695-720
  • ISSN:0022-4367
  • Container-title:Journal of Risk and Insurance
  • language:en
  • Short-container-title:Journal Risk and Insurance

Author:

Chang Chia-Chien,Yang Jen-Wei,Yu Min-Teh

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference40 articles.

1. Numerical Inversion of Probability Generating Functions;Abate;Operations Research Letters,1992

2. A Warning From Warmer Oceans;Barnett;Science,2005

3. Pricing in the Primary Market for Cat Bonds: New Empirical Evidence;Braun;Journal of Risk and Insurance,2015

4. Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes;Chang;Journal of Risk and Insurance,2011

5. Supplementary Material to ‘Hurricane Risk Management With Climate and CO2 Indices;Chang;Journal of Risk and Insurance,2016

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1. Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events;Risks;2023-02-23

2. Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review;China Finance Review International;2021-08-13

3. Pricing Hurricane Bonds Using a Physically Based Option Pricing Approach;North American Actuarial Journal;2020-12-26

4. The role of the board and the audit committee in corporate risk management;The North American Journal of Economics and Finance;2020-11

5. Catastrophe bond spread and hurricane arrival frequency;The North American Journal of Economics and Finance;2020-11
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