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Insurance and weather derivatives : from exotic options to exotic underlyings

MARC record
Tag12Value
LDR  00000cam a2200000 i 4500
001  MAP20070043450
003  MAP
005  20110310105555.0
008  070725s1999 gbr 000|0eng
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎7
24510‎$a‎Insurance and weather derivatives‎$b‎: from exotic options to exotic underlyings ‎$c‎edited by Hélyette Geman
260  ‎$a‎London‎$b‎Risk Books‎$c‎cop. 1999
300  ‎$a‎XI, 213 p.‎$c‎30 cm
5208 ‎$a‎From options on stocks and currencies to options on insurance, credit and weather -- The valuation of multiple cliam insurance contracts -- CAT calls -- Pricing catastrophe insurance features and call spreads: an arbitrage approach -- A rational approach to pricing of catastrophe insurance -- Stochastic time changes in catastrophe option pricing -- Interest rate risk management and valuation of the surrender option in life insurance policies -- The catastrophe reinsurance market: economic gyrations and innovations amid major structural transformation -- The exotica portfolio: new financial instruments make bonds obsolete -- Insurance-risk securitisation and CAT insurance derivatives -- Insurance derivatives: a new asset class for the capital markets and a new hedging tool for the insurance industry -- Assessing catastrophe reinsurance-linked securities as a new asset class -- A note on pricing PCS single-event options -- The high-yield bond market: catastrophe bonds versus defaultable bonds -- The perfume of the premium II -- Insurance-linked securities -- Pricing mother nature -- Weather derivatives and hedging weather risks -- Weather derivatives: hedging mother nature -- A weather risk manegement choice: hedging with degree-day derivatives -- The Bermuda Triangle: weather, electricity and insurance derivatives
650 1‎$0‎MAPA20080600204‎$a‎Catástrofes naturales
65011‎$0‎MAPA20080612429‎$a‎Riesgos extraordinarios
650 1‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
65011‎$0‎MAPA20080629755‎$a‎Seguro de riesgos extraordinarios
65011‎$0‎MAPA20080632168‎$a‎Transferencia Alternativa de Riesgos
650 1‎$0‎MAPA20080621391‎$a‎Financiación de los riesgos
7001 ‎$0‎MAPA20080132132‎$a‎Geman, Hélyette
856  ‎$y‎MÁS INFORMACIÓN‎$u‎mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A