OPTIONS AND SWAPS ON MOTOR CLAIMS

Author:

Bae Taehan,Kim Changki

Publisher

Consortium Erudit

Subject

General Medicine

Reference28 articles.

1. Auto Insurance, 2009, Retrieved Dec. 10, 2009, from http://www.iii.org/media/facts/statsbyissue/auto/.

2. AXA Financial Protection, 2005, AXA launches the first securitization of a motor insurance portfolio. Press Release, November 3, 2005. Retrieved Nov. 10, 2009, from www.axa.com/hidden/lib/en/uploads/pr/group/2005/AXA_PR_20051103.pdf.

3. Bae, T., C. Kim, and R.J. Kulperger, 2009, Securitization of motor insurance loss rate risks. Insurance: Mathematics and Economics, 44: 48–58.

4. Bae, T., and C. Kim, 2010, Motor Insurance Linked Securities: An Area of Financial Innovation, Journal of Actuarial Science, 2(1): 3-32.

5. Barrieu, P., and H. Loubergé, 2009, Hybrid Cat Bonds, Journal of Risk and Insurance, 76(3): 547-578.

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