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Insurance and weather derivatives : from exotic options to exotic underlyings

Sección: Libros
Título: Insurance and weather derivatives : from exotic options to exotic underlyings / edited by Hélyette Geman
Publicación: London : Risk Books, cop. 1999Descripción física: XI, 213 p. ; 30 cmNotas: From 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 derivativesMateria / lugar / evento: Catástrofes naturales Riesgos extraordinarios Gerencia de riesgos Seguro de riesgos extraordinarios Transferencia Alternativa de Riesgos Financiación de los riesgos Otros autores: Geman, Hélyette
Otras clasificaciones: 7
Referencias externas:
Ejemplares:
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación — Signatura: 7 INS INS — Nº de registro: 042108
Préstamo: DisponibleDisponible