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Reinsuring climatic risk using optimally designed weather bonds

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<namePart>Barrieu, Pauline</namePart>
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<namePart>Karoui, Nicole el</namePart>
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<abstract>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. </abstract>
<note type="statement of responsibility">Pauline Barrieu and Nicole el Karoui</note>
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<topic>Catástrofes naturales</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080561710">
<topic>Climatología</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080629755">
<topic>Seguro de riesgos extraordinarios</topic>
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<title>The Geneva Risk and Insurance Review</title>
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<publisher>The Netherlands : The Geneva Association, 1991-2010</publisher>
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<identifier type="issn">0926-4957</identifier>
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<text>01/12/2002 Número 2 27 2002 , p. 87-113</text>
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