Valuation of catastrophe reinsurance with catastrophe bonds

By Jin‐Ping Lee, Min-Teh Yu. 2007

111 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/98aaf7e0c8b4fba4a3e52461dd08272433b65fa9

Citations in the corpus

• Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk Transfer Solutions (2008, unknown): “…there is also a growing literature on mathematical/financial pricing models for insurance derivatives, we do not cover it here because it is outside the scope of the present paper (e.g., Aase 2001, Bakshi and Madan 2002, Grundl and Schmeiser 2002, Lee and Yu 2002, 2007, and Egami and Young 2008).”