Pricing of reinsurance contracts in the presence of catastrophe bonds

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<title>Pricing of reinsurance contracts in the presence of catastrophe bonds</title>
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<namePart>Haslip, Gareth G.</namePart>
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<abstract displayLabel="Summary">A methodology for pricing of reinsurance contracts in the presence of a catastrophe bond is developed. An important advantage of this approach is that it allows for the pricing of reinsurance contracts consistent with the observed market prices of catastrophe bonds on the same underlying risk process.
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<note type="statement of responsibility">Gareth G. Haslip, Vladimir K. Kaishev</note>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<text>03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 307-329</text>
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