Valuation of catastrophe reinsurance with catastrophe bonds

Insurance: Mathematics and Economics

Volumn 41, Issue 2, 2007, Pages 264-278

  Lee, Jin Ping ^a   Yu, Min Teh ^b  

^a FENG CHIA UNIVERSITY   (Taiwan)

^b PROVIDENCE UNIVERSITY   (Taiwan)

Author keywords

Basis risk; Catastrophe bonds; Catastrophe risk; Contingent claim analysis; Default risk; Reinsurance

Indexed keywords

EID: 34447107315     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.11.003     Document Type: Article

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