On the basis risk of industry loss warranties

Journal of Risk Finance

Volumn 1, Issue 4, 2000, Pages 27-32

  Zeng, Lixin ^a  

^a E W Blanch Company   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85015407500     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/eb043452     Document Type: Article

References (2)

1. D’Arcy, Stephen P., and Virginia France France. “Catastrophe Futures: A Better hedge for Insurers." Journal of Risk and Insurance, 59 (4) 1992, pp. 575-600.
2. Harrington Scott, and Greg Niehaus. “Basis Risk with PCS Catastrophe Insurance Derivative Contracts." Journal of Risk and Insurance, 66 (1) 1999, pp. 49-82.