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Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk-Transfer

Citations

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Cited by:

  1. Georges Dionne & Denise Desjardins, 2022. "A re‐examination of the US insurance market's capacity to pay catastrophe losses," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(4), pages 515-549, December.
  2. Rustam Ibragimov & Dwight Jaffee & Johan Walden, 2018. "Equilibrium with Monoline and Multiline Structures [Uncertainty and the welfare economics of medical care]," Review of Finance, European Finance Association, vol. 22(2), pages 595-632.
  3. J. David Cummins & Mary A. Weiss, 2009. "Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk‐Transfer Solutions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 493-545, September.
  4. Tse-Ling Teh & Alan Martina, 2008. "Developing Countries Spreading Covariant Risk Into International Risk Markets: Subsidised Catastrophe Bonds Or Reinsurance, Or Disaster Assistance?," ANU Working Papers in Economics and Econometrics 2008-492, Australian National University, College of Business and Economics, School of Economics.
  5. Marina Brogi & Valentina Lagasio & Fabrizio Santoboni, 2022. "Non-Damage Business Interruption Insurance Policies During The Covid-19 Pandemic," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 20(1), pages 41-48, May.
  6. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
  7. Antonio Coviello & Giovanni Di Trapani, 2013. "Supply Risk Management: Mitigation Strategy," The International Journal of Economic Behavior - IJEB, Faculty of Business and Administration, University of Bucharest, vol. 3(1), pages 169-176, December.
  8. Daniel J. Clarke & Olivier Mahul & Richard Poulter & Tse-Ling Teh, 2017. "Evaluating Sovereign Disaster Risk Finance Strategies: A Framework," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(4), pages 565-584, October.
  9. Tobias Götze & Marc Gürtler, 2022. "Risk transfer beyond reinsurance: the added value of CAT bonds," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(1), pages 125-171, January.
  10. Gibson, Rajna & Habib, Michel A. & Ziegler, Alexandre, 2014. "Reinsurance or securitization: The case of natural catastrophe risk," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 79-100.
  11. Alejandro H. Drexler & Ralf Meisenzahl, 2024. "Special issue on climate change and natural disasters," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 91(2), pages 255-261, June.
  12. Silke Finken & Christian Laux, 2009. "Catastrophe Bonds and Reinsurance: The Competitive Effect of Information‐Insensitive Triggers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 579-605, September.
  13. Bjoern Hagendorff & Jens Hagendorff & Kevin Keasey, 2013. "The Shareholder Wealth Effects of Insurance Securitization: Preliminary Evidence from the Catastrophe Bond Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(3), pages 281-301, December.
  14. Enrico Biffis & David Blake & Lorenzo Pitotti & Ariel Sun, 2016. "The Cost of Counterparty Risk and Collateralization in Longevity Swaps," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(2), pages 387-419, June.
  15. Fabio Pizzutilo & Elisabetta Venezia, 2018. "Are catastrophe bonds effective financial instruments in the transport and infrastructure industries? Evidence from international financial markets," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 256-267, April.
  16. Rustam Ibragimov & Dwight Jaffee & Johan Walden, 2010. "Pricing and Capital Allocation for Multiline Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 551-578, September.
  17. Denis-Alexandre Trottier & Van Son Lai, 2017. "Reinsurance or CAT Bond? How to Optimally Combine Both," Working Papers 2017-003, Department of Research, Ipag Business School.
  18. Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2022. "On the optimal management of counterparty risk in reinsurance contracts," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 374-394.
  19. Hong Li & Jianxi Su, 2024. "Mitigating wildfire losses via insurance‐linked securities: Modeling and risk management perspectives," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 91(2), pages 383-414, June.
  20. Hagendorff, Bjoern & Hagendorff, Jens & Keasey, Kevin & Gonzalez, Angelica, 2014. "The risk implications of insurance securitization: The case of catastrophe bonds," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 387-402.
  21. Apostolos Kiohos & Maria Paspati, 2021. "Alternative to Insurance Risk Transfer: Creating a catastrophe bond for Romanian earthquakes," Bulletin of Applied Economics, Risk Market Journals, vol. 8(1), pages 1-17.
  22. Loris Lino Maria Nadotti & Laura-Gabriela Constantin, 2014. "Catastrophe Bonds Structures at European Level – A Cluster Analysis Approach," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 17(54), pages 115-141, December.
  23. Lo, Chien-Ling & Lee, Jin-Ping & Yu, Min-Teh, 2013. "Valuation of insurers’ contingent capital with counterparty risk and price endogeneity," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5025-5035.
  24. Greg Niehaus, 2023. "Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(2), pages 249-281, June.
  25. J. David Cummins & Philippe Trainar, 2009. "Securitization, Insurance, and Reinsurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 463-492, September.
  26. Subramanian, Ajay & Wang, Jinjing, 2018. "Reinsurance versus securitization of catastrophe risk," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 55-72.
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