Advanced Search
Last Name
First Name
Company Name
City
Advanced Search
Actuary of the Future
Education & Research
Entrepreneurial Actuaries
Financial Reporting
Futurism
Health
International
Investment
Joint Risk Management
Long-Term Care Insurance
Management & Personal
Marketing & Distribution
Pension
Product Development
Reinsurance
Smaller Insurance Company
Taxation
Technology
About Professional Interests
Sections
Areas of Interest
Newsroom
Publications
Listservs
Continuing Education
Event Calendar
Event Archives
General Information
Applicants
Recruiters
Interns
Careers at SOA
Exams and Requirements
General Information
University/College Resources
Experience Studies
Research Projects
Grants, Awards & Prizes
SOA Overview
What is an Actuary?
Membership
Biographies & Photos
History
Contact Us
Current Initiatives
Strategic Management
Governance
Committees
Elections
Global Initiatives
Securitization of Insurance Risk: The 1995 Bowles Symposium
Download single PDF of all papers
Inroduction
By Hans Bühlmann
Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
By Patrick L. Brockett, Samuel H. Cox, and James Smith
Complete Paper
Crosshedging of Insurance Portfolios
By Hans Bühlmann
Complete Paper
Pricing Insurance Derivatives: The Case of CAT Futures
By Paul Ernbrechts and Steffen Meister
Complete Paper
The Perfume of the Premium... or Pricing Insurance Derivatives
By John Finn and Morton Lane
Complete Paper
The Emerging Asset Class: Insurance Risk
By Kenneth A. Froot, Brian S. Murphy, Aaron B. Stern, and Stephen E. Usher
Complete Paper
An Actuarial Bridge to Option Pricing
By Hans U. Gerber and Elias S.W. Shiu
Complete Paper
An Actuarial Bridge to Option Pricing
By Prakash Shimpi
Complete Paper