Gatzert, Nadine; Schmeiser, Hato - In: The Journal of Risk Finance 13 (2011) 1, pp. 13-31
adequacy of actuarial and financial approaches for pricing ILWs, as well as the aspects of basis risk. Finally, drivers of … demand and associated models frameworks from the purchaser's viewpoint are studied. Findings – Financial pricing approaches … can also be offered by hedge funds. In principle, traditional reinsurance contracts are still preferred as a measure of …