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Catastrophe Risk Financing in Developing Countries : Principles for Public Intervention
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Catastrophe Risk Financing in Developing Countries : Principles for Public Intervention (2008)Catastrophe Risk Financing in Developing …Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers (2007)Risk Management, Capital Budg…Securitization of Life Insurance Assets and Liabilities (2005)Securitization of Life Insura…Capital, corporate income taxes, and catastrophe insurance (2003)Capital, corporate income tax…Pricing and capital allocation in catastrophe insurance (2002)Pricing and capital allocatio…Capital Allocation for Insurance Companies (2001)Capital Allocation for Insura…The Market for Catastrophe Risk: A Clinical Examination (1999)The Market for Catastrophe Ri…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)Risk management, capital budg…Financial Pricing of Insurance in the Multiple-Line Insurance Company (1998)Financial Pricing of Insuranc…Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class (1996)Assessing Catastrophe Reinsur…The Dynamics of Competitive Insurance Markets (1994)The Dynamics of Competitive I…Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Equilibrium in Competitive In…Adaptation to Climate Change: Linking Disaster Risk Reduction and Insurance (2009)Adaptation to Climate Change:…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Risk and Valuation of Collateralized Debt Obligations (2001)Securitization of Mortality Risks in Life Annuities (2005)Securitization of catastrophe mortality risks (2007)Securitization, Insurance, and Reinsurance (2009)The New Life Market (2013)Prospect Theory: An Analysis of Decision under Risk (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)Prospect theory: An analysis of decision under risk (1988)Can a Coherent Risk Measure Be Too Subadditive? (2008)The Fragility of Market Risk Insurance (2022)Essays in the Theory of Risk-Bearing. (1972)Job Market Signaling (1973)The Economics of Caste and of the Rat Race and Other Woeful Tales (1976)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Signaling in Retrospect and the Informational Structure of Markets (2002)THEORY OF RISK CAPITAL IN FINANCIAL FIRMS (1993)Price, Financial Quality, and Capital Flows in Insurance Markets (1997)Catastrophic Risk and Credit Markets (2009)Capital Mobility and Asset Pricing (2012)The Pricing of Options and Corporate Liabilities (1973)Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs (2000)Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market (2006)The cost of capital, corporation finance and the theory of investment (2008)A theory of systemic risk and design of prudential bank regulation (2009)Investor Sentiment and the Closed-End Fund Puzzle (1991)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Limits of Arbitrage (1995)Empirical option pricing: a retrospection (2003)Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk‐Transfer Solutions (2009)A Model of Capital and Crises (2011)Capacity Constraints and Cycles in Property-Casualty Insurance Markets (1994)The Coexistence of Multiple Distribution Systems for Financial Services: The Case of Property‐Liability Insurance (1997)Performance and size: empirical evidence from Portuguese SMEs (2007)Market Discipline in Property/Casualty Insurance: Evidence from Premium Growth Surrounding Changes in Financial Strength Ratings (2006)Determinants of Corporate Diversification: Evidence From the Property–Liability Insurance Industry (2011)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)
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References

  • 1976Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information4,984 cited
  • 1999Loss Models: From Data to Decisions1,232 cited
  • 1998Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach858 cited
  • 1999The Market for Catastrophe Risk: A Clinical Examination519 cited
  • 2001Capital Allocation for Insurance Companies286 cited
  • 1994The Dynamics of Competitive Insurance Markets259 cited
  • 1998Financial Pricing of Insurance in the Multiple-Line Insurance Company227 cited
  • 2005Securitization of Life Insurance Assets and Liabilities217 cited
  • 2007Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers187 cited
  • 2002Pricing and capital allocation in catastrophe insurance185 cited
  • 1996Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class151 cited
  • 2003Capital, corporate income taxes, and catastrophe insurance88 cited

Cited by

  • 2009Adaptation to Climate Change: Linking Disaster Risk Reduction and Insurance75 cited

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