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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