Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk Transfer Solutions

By J. Cummins, Mary A. Weiss. 2008

294 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/98aa0220aeb7f1a4e5d86e34f83c29c7412787ad

Citations in the corpus

• Pricing in the Primary Market for Cat Bonds: New Empirical Evidence (2016, unknown): “…of TRS and inadequate collateral, in terms of both quality and maturity, is associated with a nonnegligible degree of credit risk (see, e.g., Cummins and Weiss, 2009).4 Hence, the typical post-crisis structure shown in Figure 1 refrains from utilizing a TRS altogether (see, e.g., Towers…”
• Longevity Bond Premiums: The Extreme Value Approach and Risk Cubic Pricing (2010, unknown): “CAT bonds normally offer investors higher yields than the riskfree interest rate, e.g., the LIBOR (Wang, 2004; Cummins and Weiss, 2009).”
• Risk Management: History, Definition, and Critique (2013, unknown): “It featured survey articles by Cummins and Weiss (2009) and Cummins and Trainar (2009).”