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The market for catastrophe risk: a clinical examination

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Author Info
Froot, Kenneth A.

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 60 (2001)
Issue (Month): 2-3 (May)
Pages: 529-571
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Handle: RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:529-571

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Web page: http://www.elsevier.com/locate/inca/505576

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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. Kenneth A. Froot & Paul G.J. O'Connell, . "On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance," Center for Financial Institutions Working Papers 97-24, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  2. Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993. " Risk Management: Coordinating Corporate Investment and Financing Policies," Journal of Finance, American Finance Association, vol. 48(5), pages 1629-58, December. [Downloadable!] (restricted)
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  3. Neil A. Doherty & Clifford W. Smith, 1993. "Corporate Insurance Strategy: The Case Of British Petroleum," Journal of Applied Corporate Finance, Morgan Stanley, vol. 6(3), pages 4-15. [Downloadable!] (restricted)
  4. Kenneth A. Froot, 1999. "The Financing of Catastrophe Risk," NBER Books, National Bureau of Economic Research, Inc, number froo99-1.
  5. Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1991. " Investor Sentiment and the Closed-End Fund Puzzle," Journal of Finance, American Finance Association, vol. 46(1), pages 75-109, March. [Downloadable!] (restricted)
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  6. Anne Gron, 1994. "Capacity Constraints and Cycles in Property-Casualty Insurance Markets," RAND Journal of Economics, The RAND Corporation, vol. 25(1), pages 110-127, Spring. [Downloadable!] (restricted)
  7. David M. Cutler & Richard J. Zeckhauser, 1999. "Reinsurance for Catastrophes and Cataclysms," NBER Chapters, in: The Financing of Catastrophe Risk, pages 233-274 National Bureau of Economic Research, Inc. [Downloadable!]
    Other versions:
  8. Dwight M. Jaffee & Thomas Russell, 1996. "Catastrophe Insurance, Capital Markets and Uninsurable Risks," Center for Financial Institutions Working Papers 96-12, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Full references

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. Erwann Michel-Kerjan, 2004. "Terrorisme à grande échelle : partage de risques et politiques publiques," Working Papers hal-00242918_v1, HAL. [Downloadable!]
  2. J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2008. "The Costs and Benefits of Reinsurance," Cahiers de recherche 08-04, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
  3. Doherty, Neil A. & Schlesinger, Harris, 2001. "Insurance Contracts and Securitization," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  4. Darius Lakdawalla & George Zanjani, 2006. "Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk-Transfer," NBER Working Papers 12742, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2005. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," NBER Working Papers 11851, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. André SCHMITT & Sandrine SPAETER, 2004. "Insurance and Financial Hedging of Oil Pollution Risks," Working Papers of BETA 2004-14, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
  7. Victor Vaugirard, 2004. "A canonical first passage time model to pricing nature-linked bonds," Economics Bulletin, Economics Bulletin, vol. 7(2), pages 1-7. [Downloadable!]
  8. Jeffrey R. Brown & J. David Cummins & Christopher M. Lewis & Ran Wei, 2004. "An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance," NBER Working Papers 10388, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  9. Zhiguo He & Arvind Krishnamurthy, 2008. "A Model of Capital and Crises," NBER Working Papers 14366, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. José Penalva, 2003. "Implications of Dynamic Trading for Insurance Markets," Economics Working Papers 720, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  11. André Schmitt & Sandrine Spaeter, 2004. "Insurance and Financial Hedging of Oil Pollution Risks," Working Papers of LaRGE (Laboratoire de Recherche en Gestion et Economie) 2004-05, Laboratoire de Recherche en Gestion et Economie, Université de Strasbourg (France). [Downloadable!]
  12. Kenneth A. Froot, 2003. "Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers," NBER Working Papers 10184, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Julien Hardelin & Sabine Lemoyne De Forges, 2009. "Raising capital in an insurance oligopoly market," Working Papers hal-00417573_v1, HAL. [Downloadable!]
  14. Sawada, Yasuyuki, 2006. "The Impact of Natural and Manmade Disasters on Household Welfare," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25750, International Association of Agricultural Economists. [Downloadable!]
    Other versions:
  15. André SCHMITT & Sandrine SPAETER, 2005. "Hedging Strategies and the Financing of the 1992 International Oil Pollution Compensation Fund," Working Papers of BETA 2005-12, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
  16. Oleg Sheremet & André Lucas, 2008. "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers 08-086/2, Tinbergen Institute. [Downloadable!]
    Other versions:
  17. Haerdle, Wolfgang & Cabrera, Brenda Lopez, 2007. "Calibrating CAT bonds for Mexican earthquakes," 101st Seminar, July 5-6, 2007, Berlin Germany 9265, European Association of Agricultural Economists. [Downloadable!]
    Other versions:
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