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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 4: The Perfume of the Premium...or Pricing Insurance Derivatives
THEORETICAL LEVELS (ROLs) July Aug Sept 50/70: 32% 17% 12% What the table shows is that instant-pay warrants ... IMPLIED HISTORY HISTORY LOSS 12% 20% 35% 10% 17% 30% 4% 8% 15% 1% 4% 7% I I I ! ! ~ I I I ...- Authors: John Finn, Morton Lane
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance; Reinsurance>Pricing - Reinsurance
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures
Pricing Insurance Derivatives: The Case of CAT Futures 17 Consider a price process (X,)o~r on (fl, g, P) ... This result should also be compared with formula (17) in Gerber (1987). Example 5 Consider the insurance ...- Authors: Paul Embrechts, Steffen Meister
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 5: The Emerging Asset Class: Insurance Risk
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 5: The Emerging Asset Class: ... over the last two dec- ades has been approximately 17% per annum, or 108 basis points per day. Average ...- Authors: Kenneth A Froot, Brian S Murphy, Aaron B Stern, Stephen E Usher
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Minimization of the Total Required Capital by Reinsurance
that is, Y + Z is more correlated to X than Y is. 17 to cede the least of Z. However, in scenario (5) ... Financial Firms.” Journal of Applied Cor- porate Finance 17, 3: (2005) 110–118. Taylor, Greg C. “Fair Premium ...- Authors: Yingjie Zhang
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Reinsurance