Catastrophe risk management with counterparty risk using alternative instruments

DOI10.1016/j.insmatheco.2010.04.002zbMath1231.91252MaRDI QIDQ661243

San-Lin Chung, Yang-Che Wu

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.04.002

zbMATH Keywords

catastrophe reinsurance contracts; catastrophe risk; catastrophe-linked instruments

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)

91G40: Credit risk

Related Items

Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk, Pricing catastrophe swaps: a contingent claims approach, Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions, Catastrophe equity put options with target variance

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