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Basis Risk with PCS Catastrophe Insurance Derivative Contracts
7 references·1 citing·32 second hop
Basis Risk with PCS Catastrophe Insurance Derivative Contracts (1999)Basis Risk with PCS Catastrophe Insurance…An Asian Option Approach to the Valuation of Insurance Futures Contracts (1998)An Asian Option Approach to t…Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class (1996)Assessing Catastrophe Reinsur…Pricing Catastrophe Insurance Futures and Call Spreads (1995)Pricing Catastrophe Insurance…An International Analysis of Underwriting Cycles in Property-Liability Insurance (1992)An International Analysis of …Success and failure of futures contracts : theory and empirical evidence (1986)Success and failure of future…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks (2013)Optimal Enterprise Risk Manag…The pricing of commodity contracts (1976)Martingales and stochastic integrals in the theory of continuous trading (1981)Stochastic Integration and Differential Equations (2005)Extracting Information from the Market to Price the Weather Derivatives (2006)Trends and random walks in macroeconmic time series (1982)Fundamental methods of mathematical economics (1984)Trends and random walks in macroeconomic time series (1988)The Liability Insurance Market (1991)External Impacts on the Property-Liability Insurance Cycle (1995)Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets (2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)On financial contracting (1979)Optimal capital structure under corporate and personal taxation (1980)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)PORTFOLIO SELECTION* (1952)An Introduction to Copulas (1999)The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance (2016)Tendencias en la investigación sobre gestión del riesgo empresarial: un análisis bibliométrico (2017)Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract (1989)Facts and Fantasies about Commodity Futures (2004)Facts and Fantasies about Commodity Futures Ten Years Later (2015)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)An Equilibrium Model of Catastrophe Insurance Futures and Spreads (1999)Valuation of catastrophe reinsurance with catastrophe bonds (2006)Pricing catastrophe risk bonds: A mixed approximation method (2013)Pricing Risk Transfer Transactions (2000)On the pricing of intermediated risks: Theory and application to catastrophe reinsurance (2007)Securitization, Insurance, and Reinsurance (2009)
this work references cited by second hop

References

  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1992An International Analysis of Underwriting Cycles in Property-Liability Insurance163 cited
  • 1996Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class151 cited
  • 1986Success and failure of futures contracts : theory and empirical evidence124 cited
  • 1995Pricing Catastrophe Insurance Futures and Call Spreads120 cited
  • 1998An Asian Option Approach to the Valuation of Insurance Futures Contracts33 cited

Cited by

  • 2013Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks18 cited

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