This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Improving Risk Allocation Through Indexed Cat Bonds

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Martin Nell
Andreas Richter
Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.blackwell-synergy.com/servlet/useragent?func=synergy&synergyAction=showTOC&journalCode=gene&volume=29&issue=2&year=2004&part=null
File Format: text/html
File Function: link to full text
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by The International Association for the Study of Insurance Economics in its journal The Geneva Papers on Risk and Insurance.

Volume (Year): 29 (2004)
Issue (Month): 2 (04)
Pages: 183-201
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:geneva:v:29:y:2004:i:2:p:183-201

Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=1018-5895

Order Information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=1018-5895

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. MacMinn, Richard & Richter, Andreas, 2006. "Hedging Brevity Risk with Mortality-based Securities," Discussion Papers in Business Administration 1219, University of Munich, Munich School of Management. [Downloadable!]
Statistics
Access and download statistics

Did you know? Springer Verlag was the first commercial publisher to be listed on RePEc.

This page was last updated on 2010-1-4.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.