Securitization of insurance risk:
Gespeichert in:
| Format: | Tagungsbericht Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Schaumburg, Ill.
Society of Actuaries
1997
|
| Schriftenreihe: | Society of Actuaries: SOA monograph / M-FI
1997,1 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 69 S. graph. Darst. |
| ISBN: | 0938959492 |
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| 245 | 1 | 0 | |a Securitization of insurance risk |c the 1995 Bowles Symposium |
| 264 | 1 | |a Schaumburg, Ill. |b Society of Actuaries |c 1997 | |
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| 650 | 4 | |a Catastrophe insurance | |
| 650 | 4 | |a Assurance contre les catastrophes - États-Unis - Congrès | |
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| 650 | 4 | |a Marchés à terme d'instruments financiers - États-Unis - Congrès | |
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| 650 | 4 | |a Derivative securities |z United States |v Congresses | |
| 650 | 4 | |a Disaster insurance |z United States |v Congresses | |
| 650 | 4 | |a Financial futures |z United States |v Congresses | |
| 650 | 4 | |a Hedging (Finance) |z United States |v Congresses | |
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Datensatz im Suchindex
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|---|---|
| adam_text | Table
of
Contents
Page
Introduction
Hans Bühlmann......................................................................................................................................
iii
I. Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
Patrick L. Brockett, Samuel
H
.
Cox, and James Smith
....................................................................1
II. Crosshedging of Insurance Portfolios
Hans
Bühlmann...........................................................................................................................9
III. Pricing Insurance Derivatives: The Case of CAT Futures
Paul Embrechts and
Steffen Meister............................................................................................15
IV. The Perfume of the Premium.
..
or Pricing Insurance Derivatives
John Finn and Morton Lane
.......................................................................................................27
V. The Emerging Asset Class: Insurance Risk
Kenneth A. Froot, Brian S. Murphy, Aaron B. Stern, and Stephen E. Usher
....................................37
VI. An Actuarial Bridge to Option Pricing
Hans U.
Gerber
and
Elias S.W. Shiu...........................................................................................45
VII.
Insurance Futures: Examining the Context for Trading Insurance Risk
Prakash Shimpi
.........................................................................................................................63
Contributors
.................................................................................................................................................69
Securitization of Insurance Risk: The
1995
Bowles Symposium
|
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| id | DE-604.BV012236969 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:24:03Z |
| institution | BVB |
| institution_GND | (DE-588)1402324-6 |
| isbn | 0938959492 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008291471 |
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| physical | 69 S. graph. Darst. |
| publishDate | 1997 |
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| series2 | Society of Actuaries: SOA monograph / M-FI |
| spelling | Securitization of insurance risk the 1995 Bowles Symposium Schaumburg, Ill. Society of Actuaries 1997 69 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Society of Actuaries: SOA monograph / M-FI 1997,1 Catastrophe insurance Assurance contre les catastrophes - États-Unis - Congrès Couverture (Finances) - États-Unis - Congrès Instruments dérivés (Finances) - États-Unis - Congrès Marchés à terme d'instruments financiers - États-Unis - Congrès Options (Finances) - États-Unis - Congrès Derivative securities United States Congresses Disaster insurance United States Congresses Financial futures United States Congresses Hedging (Finance) United States Congresses Options (Finance) United States Congresses USA (DE-588)1071861417 Konferenzschrift gnd-content Bowles Symposium 1995 Atlanta, Ga. Sonstige (DE-588)1402324-6 oth M-FI Society of Actuaries: SOA monograph 1997,1 (DE-604)BV012236953 1997,1 Digitalisierung TU Muenchen application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008291471&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Securitization of insurance risk Catastrophe insurance Assurance contre les catastrophes - États-Unis - Congrès Couverture (Finances) - États-Unis - Congrès Instruments dérivés (Finances) - États-Unis - Congrès Marchés à terme d'instruments financiers - États-Unis - Congrès Options (Finances) - États-Unis - Congrès Derivative securities United States Congresses Disaster insurance United States Congresses Financial futures United States Congresses Hedging (Finance) United States Congresses Options (Finance) United States Congresses |
| subject_GND | (DE-588)1071861417 |
| title | Securitization of insurance risk |
| title_auth | Securitization of insurance risk |
| title_exact_search | Securitization of insurance risk |
| title_full | Securitization of insurance risk the 1995 Bowles Symposium |
| title_fullStr | Securitization of insurance risk the 1995 Bowles Symposium |
| title_full_unstemmed | Securitization of insurance risk the 1995 Bowles Symposium |
| title_short | Securitization of insurance risk |
| title_sort | securitization of insurance risk |
| topic | Catastrophe insurance Assurance contre les catastrophes - États-Unis - Congrès Couverture (Finances) - États-Unis - Congrès Instruments dérivés (Finances) - États-Unis - Congrès Marchés à terme d'instruments financiers - États-Unis - Congrès Options (Finances) - États-Unis - Congrès Derivative securities United States Congresses Disaster insurance United States Congresses Financial futures United States Congresses Hedging (Finance) United States Congresses Options (Finance) United States Congresses |
| topic_facet | Catastrophe insurance Assurance contre les catastrophes - États-Unis - Congrès Couverture (Finances) - États-Unis - Congrès Instruments dérivés (Finances) - États-Unis - Congrès Marchés à terme d'instruments financiers - États-Unis - Congrès Options (Finances) - États-Unis - Congrès Derivative securities United States Congresses Disaster insurance United States Congresses Financial futures United States Congresses Hedging (Finance) United States Congresses Options (Finance) United States Congresses USA Konferenzschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008291471&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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