Pricing in the primary market for cat bonds : new empirical evidence
Year of publication: |
December 2016
|
---|---|
Authors: | Braun, Alexander |
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. 83.2016, 4, p. 811-847
|
Subject: | Swiss Re Ltd. | Insurance-Linked Securities | Insurance-linked securities | Rentenmarkt | Bond market | Risikomodell | Risk model | Geld-Brief-Spanne | Bid-ask spread | Schweiz | Switzerland | 1997-2012 |
-
A consumption-based evaluation of the cat bond market
Dieckmann, Stephan, (2019)
-
Implementing ILS in a diversified pension fund portfolio
Ramseier, Urs, (2009)
-
He, Qihao, (2015)
- More ...
-
Firgo, Matthias, (2017)
-
How to derive optimal guarantee levels in participating life insurance contracts
Braun, Alexander, (2019)
-
Ben Ammar, Semir, (2015)
- More ...