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Optimal Design of Weather Bonds

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Author Info
Xu, Wei
Odening, Martin
Musshoff, Oliver

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Abstract

Replaced with revised version of paper 06/17/08.

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File URL: http://purl.umn.edu/6781
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Publisher Info
Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida with number 6781.

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Date of creation: 2008
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Handle: RePEc:ags:aaea08:6781

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Related research
Keywords: weather risk; weather bonds; reinsurance; securitisation; Agricultural Finance; Risk and Uncertainty;

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References listed on IDEAS
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!]
    Other versions:
  2. Timothy J. Richards & Mark R. Manfredo & Dwight R. Sanders, 2004. "Pricing Weather Derivatives," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 86(4), pages 1005-1017, November. [Downloadable!] (restricted)
  3. Richards, Timothy J. & Manfredo, Mark R. & Sanders, Dwight R., 2004. "Pricing Weather Derivatives," Working Papers 28536, Arizona State University, Morrison School of Agribusiness and Resource Management. [Downloadable!]
  4. Vedenov, Dmitry V. & Barnett, Barry J., 2004. "Efficiency of Weather Derivatives as Primary Crop Insurance Instruments," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(03), December. [Downloadable!]
  5. Skees, Jerry R. & Barnett, Barry J. & Murphy, Anne G., 2007. "Creating insurance markets for natural disaster risk in lower income countries: the potential role for securitization," 101st Seminar, July 5-6, 2007, Berlin Germany 9272, European Association of Agricultural Economists. [Downloadable!]
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  6. Vedenov, Dmitry V. & Epperson, James E. & Barnett, Barry J., 2006. "Designing Catastrophe Bonds to Securitize Systemic Risks in Agriculture: The Case of Georgia Cotton," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(02), August. [Downloadable!]
  7. Raviv, Artur, 1979. "The Design of an Optimal Insurance Policy," American Economic Review, American Economic Association, vol. 69(1), pages 84-96, March. [Downloadable!] (restricted)
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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. Xu, Wei & Filler, Guenther & Odening, Martin & Okhrin, Ostap, 2009. "On the Systemic Nature of Weather Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49131, Agricultural and Applied Economics Association. [Downloadable!]
    Other versions:
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This page was last updated on 2009-11-11.

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