Reinsurance and securitisation of life insurance risk: The impact of regulatory constraints
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- Barrieu, Pauline & Louberge, Henri, 2013. "Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints," LSE Research Online Documents on Economics 47396, London School of Economics and Political Science, LSE Library.
- Pauline BARRIEU & Henri LOUBERGE, "undated". "Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints," Swiss Finance Institute Research Paper Series 11-57, Swiss Finance Institute.
References listed on IDEAS
- J. David Cummins & Mary A. Weiss, 2009. "Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk-Transfer Solutions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 493-545.
- David Blake & Andrew Cairns & Kevin Dowd & Richard MacMinn, 2006. "Longevity Bonds: Financial Engineering, Valuation, and Hedging," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(4), pages 647-672.
- Martin Eling & Hato Schmeiser & Joan T. Schmit, 2007. "The Solvency II Process: Overview and Critical Analysis," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 10(1), pages 69-85, March.
- Scott E. Harrington, 2009. "The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 785-819.
- Alex Cowley & J. David Cummins, 2005. "Securitization of Life Insurance Assets and Liabilities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(2), pages 193-226.
- J. David Cummins, 2008. "CAT Bonds and Other Risk-Linked Securities: State of the Market and Recent Developments," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 11(1), pages 23-47, March.
- Pauline Barrieu & Nicole El Karoui, 2005. "Inf-convolution of risk measures and optimal risk transfer," Finance and Stochastics, Springer, vol. 9(2), pages 269-298, April.
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- repec:gam:jrisks:v:5:y:2017:i:2:p:29-:d:98116 is not listed on IDEAS
More about this item
KeywordsG22; IM51; IM53; Reinsurance; Risk sharing; Risk measures; Longevity risk; Insurance-linked securities;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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