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Calibrating CAT bonds for Mexican earthquakes
Härdle, Wolfgang (contributor);  … - 2007
government. The calibration of the CAT bond is based on the estimation of the intensity rate that describes the earthquake … basis risk borne by the sponsor while still preserving a non-indemnity trigger mechanism. Our results indicate that the …
Persistent link: https://www.econbiz.de/10003633993
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Calibrating CAT bonds for Mexican earthquakes
Härdle, Wolfgang; López Cabrera, Brenda - In: The journal of risk and insurance : the journal of the … 77 (2010) 3, pp. 625-650
Persistent link: https://www.econbiz.de/10008650404
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Dynamics of Tokyo Electric Power Company and the Nikkei : 1985 to 2016 including the Fukushima disaster
Rey, Serge; Nivoix, Sophie - In: Journal of economic integration 33 (2018) 1, pp. 979-1010
Persistent link: https://www.econbiz.de/10011903552
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Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang; López Cabrera, Brenda - In: Schmollers Jahrbuch : journal of contextual economics 128 (2008) 4, pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
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Stock market reaction to catastrophic shock : evidence from listed Pakistani firms
Javid, Attiya Y. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003563201
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Investor sentiment and stock returns : Wenchuan Earthquake
Shan, Liwei; Gong, Stephen X. - In: Finance research letters 9 (2012) 1, pp. 36-47
Persistent link: https://www.econbiz.de/10009575345
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The Great East Japan Earthquake and investor behavior in Japan's equity markets
Kamesaka, Akiko - In: Public policy review 9 (2013) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10009693305
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The effect of the Great East Japan Earthquake on the stock prices of non-life insurance companies
Takao, Atsushi; Yoshizawa, Takuya; Hsu, Shuofen; … - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 3, pp. 449-468
Persistent link: https://www.econbiz.de/10009782435
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The 2011 Japanese earthquake, tsunami and nuclear crisis : evidence of contagion from international financial markets
Asongu, Simplice A. - In: Journal of financial economic policy 4 (2012) 4, pp. 340-353
Persistent link: https://www.econbiz.de/10009674774
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Do Japanese insurers benefit from a catastrophic event? : Market reactions to the 1995 Hanshin-Awaji earthquake
Yamori, Nobuyoshi; Kobayashi, Takeshi - In: Journal of the Japanese and international economies : … 16 (2002) 1, pp. 92-108
Persistent link: https://www.econbiz.de/10001696159