Centro de Documentación de Fundación MAPFRE - Understanding basis risk in insurance contracts

MAP20071507971

Understanding basis risk in insurance contracts / Dana A. Kerr

Basis andbasis risk are familiar terms in financial risk management. This article explores in much more detail the basis risk idea tailored to the idiosyncrasies of insurance contracts. It discuss the fundamental differences between financial hedge contracts and insurance contracts. After an analkysis of how the mangnitude of insurance contract basis risk can be manipulated will be presented followed by a detailed hypothetical example

En: Risk management and insurance review. - New York : The American Risk and Insurance Association. - Vol. 9, nº 1 Spring 2006 ; p. 37-51

1. Gerencia de riesgos . 2. Contrato de seguro . 3. Riesgo financiero . 4. Análisis financiero . I. Tippins, Steven C. . II. Título. III. Título: Risk management and insurance review.