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Pricing Catastrophe Insurance Futures and Call Spreads · Study

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ArticlePricing Catastrophe Insurance Futures and Call Spreads

J. David Cummins1995

Article1995

Pricing Catastrophe Insurance Futures and Call Spreads

J. David Cummins · Hélyette Geman

120 citations·0/0 files stored·The Journal of Fixed Income

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Insurance and Financial Risk Management Stochastic processes and financial applications Credit Risk and Financial Regulations

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2006Valuation of catastrophe reinsurance with catastrophe bonds 2013Pricing catastrophe risk bonds: A mixed approximation method 1999An Equilibrium Model of Catastrophe Insurance Futures and Spreads 2002Pricing catastrophe bonds by an arbitrage approach 1999Basis Risk with PCS Catastrophe Insurance Derivative Contracts 2012Accuracy of Premium Calculation Models for CAT Bonds—An Empirical Analysis 2002On Valuation and Risk Management at the Interface of Insurance and Finance 2002Future Possibilities in Finance Theory and Finance Practice

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Year1995

Typearticle

Published1995-03-31

VenueThe Journal of Fixed Income

ISSN-L1059-8596

Languageen

Citations120

Files0 public / 0

ShelfInsurance and Financial Risk Management

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doi10.3905/jfi.1995.408128

openalex_workW2107692174

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