Reinsurance or securitization: the case of natural catastrophe risk

DOI10.1016/j.jmateco.2014.05.007zbMath1305.91167OpenAlexW1966953096MaRDI QIDQ406263

Rajna Gibson, Michel A. Habib, Alexandre Ziegler

Publication date: 8 September 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:87711

zbMATH Keywords

securitizationreinsuranceexchange-traded catastrophe futures and optionsnatural catastrophe risk

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Reinsurance versus securitization of catastrophe risk

Cites Work

• Reinsurance versus securitization of catastrophe risk
• Hedging and Vertical Integration in Electricity Markets
• Financial Intermediation and Delegated Monitoring
• Continuous Auctions and Insider Trading
• A Theory of Auctions and Competitive Bidding
• Information Revelation and Market Incompleteness
• A Liquidity-based Model of Security Design

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