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Reinsuring climatic risk using optimally designed weather bonds
Recurso electrónico / electronic resource
MAP20071503979
Barrieu, Pauline ‌
Reinsuring climatic risk using optimally designed weather bonds / Pauline Barrieu and Nicole el Karoui
The aims of this paper is to determine the optimal structure of a weather bond, i. e. a bond whose coupons depend on the accurence of a weather event.
En: The Geneva Risk and Insurance Review. - The Netherlands : The Geneva Association, 1991-2010 = ISSN 0926-4957. - 01/12/2002 Número 2 27 2002 , p. 87-113
1. Reaseguro ‌. 2. Catástrofes naturales ‌. 3. Climatología ‌. 4. Seguro de riesgos extraordinarios ‌. I. Karoui, Nicole el ‌. II. Title. III. Título: The Geneva papers on risk and insurance theory.