On the pricing of intermediated risks: Theory and application to catastrophe reinsurance

Journal of Banking and Finance

Volumn 32, Issue 1, 2008, Pages 69-85

  Froot, Kenneth A ^a   O'Connell, Paul G J ^b  

^a NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^b FDO Partners LLC   (United States)

Author keywords

Cost of capital; Hurdle rates; Insurance; Insurance underwriting; Intermediation; Reinsurance; Reinsurance underwriting; Risk management

Indexed keywords

EID: 37649010837     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.09.008     Document Type: Article

References (13)

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