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The Limited Financing of Catastrophe Risk: An Overview

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Kenneth A. Froot

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Abstract

This paper argues that the financial exposure of households and firms to natural catastrophe disasters is borne primarily by insurance companies. Surprisingly, insurers use reinsurance to cover only a small fraction of these exposures, yet many insurers do not have enough capital and surplus to survive medium or large disasters. In a well-functioning financial system, these risks would be more widely shared. This paper articulates eight different explanations that may lie behind the limited risk sharing, relating them both to recent industry developments and financial theory. I then examine how financial innovation can help change the equilibrium toward a more efficient outcome.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 6025.

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Date of creation: Apr 1997
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Handle: RePEc:nbr:nberwo:6025

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  1. Martin Nell & Andreas Richter, 2000. "Catastrophe Index-Linked Securities and Reinsurance as Substituties," Working Paper Series: Finance and Accounting 56, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  2. 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!]
  3. Kenneth A. Froot & Paul G. J. O'Connell, 1997. "On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance," NBER Working Papers 6011, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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