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Insurance options : beating the benchmark : are catastrophe bonds more profitable than corporate bonds?

Caro Barrera, José Rafael - In: Revista de métodos cuantitativos para la economía y … 29 (2020), pp. 3-17

In this paper, we establish a comparison between one of the most traded financial derivatives in the markets, the so-called catastrophe bonds (abbreviated as cat bonds) and the corporate bonds. In the first section, we start from a brief definition as well as some basic concepts. In section two,...

Persistent link: https://www.econbiz.de/10012259883

The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures

Bockius, Heike; Gatzert, Nadine - In: The journal of risk finance : JRF 23 (2022) 3, pp. 245-263

Persistent link: https://www.econbiz.de/10013370544

Regulatory capital and asset risk transfer

Kim, Kyeonghee; Leverty, J. Tyler; Schmit, Joan Therese - In: The journal of risk & insurance 90 (2023) 4, pp. 1027-1061

Persistent link: https://www.econbiz.de/10014443644

Solvency II : the implications of its application on the Romanian insurance market

Ciotină, Ioan Marius - In: Studies and scientific researches / Economics edition / … 19 (2014), pp. 96-101

Persistent link: https://www.econbiz.de/10011333794

Models of assessment of the influnce of insurance assets securitization on stability of mutual insurance societies

Tikhomirov, Nikolay; Tikhomirova, Tatiana; Khamitov, Eldar - In: European research studies 20 (2017) 2B, pp. 321-333

Persistent link: https://www.econbiz.de/10012217222

Optimal reinsurance in the presence of counterparty default risk

Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 690-697

Persistent link: https://www.econbiz.de/10010227904

The Risks of Shadow Insurance

Schwarcz, Daniel - 2016

In a shadow insurance transaction, a life insurer purchases reinsurance from an affiliated company that is licensed as …, such transactions create reinsurance default risk, or the risk that captive reinsurers will default on their obligations to … longer be allowed to receive favorable accounting treatment for the reinsurance transactions that are part of a larger shadow …

Persistent link: https://www.econbiz.de/10013004253

Pareto-optimal Reinsurance with Default Risk and Solvency Regulation

Boonen, Tim J.; Jiang, Wenjun - 2021

This paper studies an optimal reinsurance problem of Pareto-optimality when the contract is subject to default of the …

Persistent link: https://www.econbiz.de/10013239702

Still living with mortality : the longevity risk transfer market after one decade

Blake, David; Cairns, Andrew; Dowd, Kevin; Kessler, Amy - 2018

Persistent link: https://www.econbiz.de/10011912097

The risk implications of insurance securitization : the case of catastrophe bonds

Hagendorff, Bjoern; Hagendorff, Jens; Keasey, Kevin; … - In: The journal of corporate finance : contracting, … 25 (2014), pp. 387-402

Persistent link: https://www.econbiz.de/10010366951

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