Insurance and weather derivatives : from exotic options to exotic underlyings

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<rdf:Description>
<dc:creator>Geman, Hélyette</dc:creator>
<dc:date>1999</dc:date>
<dc:description xml:lang="es">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 derivatives</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/29948.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>Risk Books</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Catástrofes naturales</dc:subject>
<dc:subject xml:lang="es">Riesgos extraordinarios</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Seguro de riesgos extraordinarios</dc:subject>
<dc:subject xml:lang="es">Transferencia Alternativa de Riesgos</dc:subject>
<dc:subject xml:lang="es">Financiación de los riesgos</dc:subject>
<dc:type xml:lang="es">Livros</dc:type>
<dc:title xml:lang="es">Insurance and weather derivatives : from exotic options to exotic underlyings </dc:title>
<dc:format xml:lang="es">XI, 213 p. ; 30 cm</dc:format>
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