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Securitization and optimal retention under moral hazard

Malekan, Sara; Dionne, Georges - In: Journal of mathematical economics 55 (2014), pp. 74-85

Persistent link: https://www.econbiz.de/10011297074

Optimal form of retention for securitized loans under moral hazard

Dionne, Georges; Malekan, Sara - In: Risks : open access journal 5 (2017) 4, pp. 1-13

We address the moral hazard problem of securitization using a principal-agent model where the investor is the principal and the lender is the agent. Our model considers structured asset-backed securitization with a credit enhancement (tranching) procedure. We assume that the originator can...

Persistent link: https://www.econbiz.de/10011783323

Longevity risk management and shareholder value for a life annuity business

Blackburn, Craig; Hanewald, Katja; Olivieri, Annamaria; … - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 43-77

Persistent link: https://www.econbiz.de/10011670852

Cat bonds and reinsurance : the competitive effect of information-insensitive triggers

Brandts, Silke N.; Laux, Christian - In: 34th Seminar of the European Group of Risk and …, (pp. 6-27). 2007

Persistent link: https://www.econbiz.de/10003758170

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

Convergence of capital and insurance markets

Toplek, Denis (ed.) - 2009

Persistent link: https://www.econbiz.de/10003838722

Risk transfer to the capital markets : a complementary tool for reinsurers?

Jeworrek, Torsten; Schäfer, Dirk; Holliger, Beat - In: Convergence of capital and insurance markets, (pp. 21-53). 2009

Persistent link: https://www.econbiz.de/10003896310

Reinsurance sidecars : an introduction and case study

Lips, Thomas; Schmelzer, Dirk; Lowry, Brian - In: Convergence of capital and insurance markets, (pp. 165-180). 2009

Persistent link: https://www.econbiz.de/10003896335

Risk transfer pathways for insurers and the new European regulation

Kuhn, Eva-Maria - In: Convergence of capital and insurance markets, (pp. 351-372). 2009

Persistent link: https://www.econbiz.de/10003896370

The theory of catastrophe risk financing: a look at the instruments that might transform the insurance industry

Mutenga, Stanley; Staikouras, Sotiris K. - In: The Geneva papers on risk and insurance - issues and … 32 (2007) 2, pp. 222-245

Persistent link: https://www.econbiz.de/10003454325