Pricing default-risky CAT bonds with moral hazard and basis risk
Jin-ping Lee; Min-teh Yu
| Year of publication: |
2002
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|---|---|
| Authors: | Lee, Jin-ping ; Yu, Min-Teh |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 69.2002, 1, p. 25-44
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| Subject: | Rückversicherung | Reinsurance | Elementarschadenversicherung | Natural disaster insurance | Hedging | Anleihe | Bond | Finanzanalyse | Financial analysis | Moral Hazard | Moral hazard | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Journal of risk and insurance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001671236