Insurance derivatives are financial instruments that are related to insurance. Typical examples include catastrophe derivatives and equity-linked insurance products. In this article, we present a brief introduction to these products, examine various stochastic models proposed in the literature, and address their pricing and hedging issues
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030295 / BLDSC - British Library D...
This thesis develops the pricing models of several equity-linked insurance products and LIBOR exotic...
The insurance industry works on ‘The law of large numbers’ for calculating the premiums for each pol...
This paper discusses the PCS Catastrophe Insurance Option Contracts, pro- viding empirical support o...
Insurance futures and options have been trading on the Chicago Board of Trade since December, 1992. ...
The paper focuses on the PCS Catastrophe Insurance Option Contracts and empirically tests the degree...
Financial Risk and Derivatives provides an excellent illustration of the links that have developed i...
Since their appearance on the market, catastrophe insurance futures have triggered a considerable in...
Catastrophe insurance derivatives (Futures and options) were introduced in December 1992 by the Chic...
AbstractThis paper studies the problem of pricing equity-linked life insurance contracts, and also f...
Insurers can hedge the risk of assets and interest sen-sitive liabilities with readily available fin...
With the fluctuations in the financial markets reaching tens ofbillions of dollars in just one day, ...
The world’s financial markets have exploded with new products and new techniques such as derivatives...
This dissertation looks into the interplay of financial and insurance markets that is created by sec...
We investigate the valuation of catastrophe insurance derivatives that are traded at the Chicago Boa...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030295 / BLDSC - British Library D...
This thesis develops the pricing models of several equity-linked insurance products and LIBOR exotic...
The insurance industry works on ‘The law of large numbers’ for calculating the premiums for each pol...
This paper discusses the PCS Catastrophe Insurance Option Contracts, pro- viding empirical support o...
Insurance futures and options have been trading on the Chicago Board of Trade since December, 1992. ...
The paper focuses on the PCS Catastrophe Insurance Option Contracts and empirically tests the degree...
Financial Risk and Derivatives provides an excellent illustration of the links that have developed i...
Since their appearance on the market, catastrophe insurance futures have triggered a considerable in...
Catastrophe insurance derivatives (Futures and options) were introduced in December 1992 by the Chic...
AbstractThis paper studies the problem of pricing equity-linked life insurance contracts, and also f...
Insurers can hedge the risk of assets and interest sen-sitive liabilities with readily available fin...
With the fluctuations in the financial markets reaching tens ofbillions of dollars in just one day, ...
The world’s financial markets have exploded with new products and new techniques such as derivatives...
This dissertation looks into the interplay of financial and insurance markets that is created by sec...
We investigate the valuation of catastrophe insurance derivatives that are traded at the Chicago Boa...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030295 / BLDSC - British Library D...
This thesis develops the pricing models of several equity-linked insurance products and LIBOR exotic...
The insurance industry works on ‘The law of large numbers’ for calculating the premiums for each pol...
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