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Pricing of reinsurance contracts in the presence of catastrophe bonds

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      <subfield code="a">Haslip, Gareth G.</subfield>
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      <subfield code="a">Pricing of reinsurance contracts in the presence of catastrophe bonds</subfield>
      <subfield code="c">Gareth G. Haslip, Vladimir K. Kaishev</subfield>
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      <subfield code="a">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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      <subfield code="t">Astin bulletin</subfield>
      <subfield code="d">Belgium : ASTIN and AFIR Sections of the International Actuarial Association</subfield>
      <subfield code="x">0515-0361</subfield>
      <subfield code="g">03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 307-329</subfield>
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