Accuracy of premium calculation models for CAT bonds: An empirical analysis
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References listed on IDEAS
- Furman, Edward & Zitikis, Ricardas, 2008. "Weighted premium calculation principles," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 459-465, February.
- 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.
- Froot, Kenneth A., 2001.
"The market for catastrophe risk: a clinical examination,"
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- Kenneth A. Froot, 1999. "The Market for Catastrophe Risk: A Clinical Examination," NBER Working Papers 7286, National Bureau of Economic Research, Inc.
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- Lane, Morton N., 2000. "Pricing Risk Transfer Transactions," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 30(02), pages 259-293, November.
More about this item
KeywordsCAT Bonds; Alternative Risk Transfer; Premium Calculation Models; Empirical Analysis;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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