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Hedging strategies using catastrophe insurance options

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  • O'Brien, Thomas

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  • O'Brien, Thomas, 1997. "Hedging strategies using catastrophe insurance options," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 153-162, November.
    • Handle: RePEc:eee:insuma:v:21:y:1997:i:2:p:153-162
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    References listed on IDEAS

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    1. Berger, Lawrence A & Cummins, J David & Tennyson, Sharon, 1992. "Reinsurance and the Liability Insurance Crisis," Journal of Risk and Uncertainty, Springer, vol. 5(3), pages 253-272, July.
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    Cited by:

    1. Nowak, Piotr & Romaniuk, Maciej, 2013. "Pricing and simulations of catastrophe bonds," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 18-28.
    2. Torben Andersen, 2001. "Managing Economic Exposures of Natural Disasters: Exploring Alternative Financial Risk Management Opportunities and Instruments," IDB Publications (Working Papers) 8934, Inter-American Development Bank.
    3. Muermann, Alexander, 2002. "Pricing catastrophe insurance derivatives," LSE Research Online Documents on Economics 24904, London School of Economics and Political Science, LSE Library.

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