Further Reading
Below are a selection of articles and papers providing further reading on various topics of alternative risk transfer and reinsurance.
Many of these articles and papers are in PDF format and will require you to download Acrobat Reader. 
If you have articles or papers that you'd like to promote to the Artemis audience please contact us.
Indexing Catastrophe Securities 
Paper from the Graduate School of Management, KAIST
Convergence of Insurance & Financial Markets: Hybrid and Securitized Risk Transfer Solutions
Paper from The Journal of Risk and Insurance, 2009
Statistical Analysis of the Spreads of Catastrophe Bonds at the Time of Issue
Paper from Dimitris Papachristou
Pricing Catastrophe Swaps: A Contingent Claims Approach
Paper by Alexander Braun
The Evolving Regulatory Profile of Catastrophe Models
Article from AIRCurrents
March 2008
How CdOs can make excess capital productive
Article from Guy Carpenter
January 2008
Optimizing Return on Capital Employed on Risk Transfer
Article from MMC Viewpoint
November 2007
Market loss index for Europe – Expanding capital market capacity
Article from Swiss Re
2007
Taking
CAT Risks to the Next Advancement
Article by Dennis Kuzak for Canadian
Underwriter Magazine
First Published February 2004
Art
for Art's Sake
Artilce from Milliman UK Viewpoint
First Published Autumn 2003
Onshore
Special Purpose Reinsurance Vehicles: A Public Policy Evaluation
Paper from The Center for Risk Management
and Insurance Research
First Published June 2000
An
Empirical Analysis of Catastrophe-linked Security Markets: Evidence
from PCS Call Spread Options Traded at CBOT
Paper by Yiguo Sun
First Published April 2002
Enhancing
Shareholder Value Through Capital Risk Management
Proceedings of a Conference Sponsored
by Aon Re Australia Limited
First Published 2001
The
ART of Dependence Modelling: The Latest Advances in Correlation
Analysis
Paper by Peter Blum, Alexandra Dias and
Paul Embrechts
First Published 2002
Can
Security Markets Save the Private Catastrophe Insurance Market?
Paper from Haas School of Business
Securitized
Risk Instruments as Alternative Pension Fund Investments
Paper from The Pension Research Council,
Wharton School
Cross-sector
risk transfers
Article from the Financial Services Authority,
UK
Hedging
Catastrophe Risk Using Index-Based Reinsurance Instruments
Paper from the Casualty Actuarial Society
Evaluating
Catastrophe Risk Transfer Alternatives Through Dynamic Financial
Analysis
Paper from the Casualty Actuarial Society
The
Role of Catastrophe Modeling in Alternative Risk Transfer
Paper from Applied Insurance Research
Regulating
Onshore Special Purpose Reinsurance Vehicles
Paper from Georgia State University
Program
Design and Pricing Options for Integrated Risk Policies
Presentation by Will Dove of Centre Group
(requires Microsoft Powerpoint)
Pricing Strategies for Multi-line Multi-year Policies
Presentation by Nathan Babcock of Deloitte
& Touche (requires Microsoft
Powerpoint)
Portfolio
based pricing of residual basis risk
Presentation by Sergei Esipov of Centre
Solutions & Don Mango of American Re (requires
Microsoft Powerpoint)
Enhancing
Insurance Company Value with Structured Reinsurance
Article from GeneralCologne Re
Keeping an eye on interruption risk
Article from Risk
ARTWork
Edition 5
The fifth edition of a new publication
from Lloyd's of London
ARTWork
Edition 4 Pricing
Multiple Triggers - An Electifying Example Alternative
risk strategies round table 2000 European
ART joins the big picture
Smoothing Weather Losses: A Two-Sided Percentile Model
ART Case Study: How the Insurance Market Structured Project Risk
Where the Banks Feared to Tread Hidden
Linkages: Risk Management, Financial Markets, and Insurance Michelin:
setting the standard Financial
Markets and Financial Intermediaries: The Case of Catastrophe Insurance ARTWork
Edition 3 ARTWork Edition
2 Two
for the Money Sharing
the Risk: Northridge and the Financial Sector Estimating
the Value of the WinCAT Coupons: A Study of the Model Risk Proposed
Strategy for a World Bank Role in a Small States Regional Catastrophe
Insurance Program
Moody's Approach to the Rating of Catastrophe-Linked Notes
ElectroFinance - A New Insurance Product for a Restructered Electric
Market ARTWork
Edition 1 Look
What the Wind Blew In Index
Hedge Performance: Bootstrap Study of Hurricane Fran
Tail Estimation and Catastrophe Security Pricing: Can We Tell What
Target We Hit if We Are Shooting in the Dark? Risk
Load and the Default Rate of Surplus Homogenizing
Catastrophe Risk: An Overview of Catastrophe Indices Estimating
the Value of the WINCAT Coupons of the Winterthur Insurance Convertible
Bond: A Study of the Model Risk The
Potential Role of Government in Financing Catastrophic Risk
"These articles are not a prospectus
or invitation in connection with any solicitation of capital. The
information and publications on the new financial guarantee regime
at Lloyd's do not apply to business emanating from the US"
The fourth edition of a new publication
from Lloyd's of London
Paper from the Casualty Actuarial Society
Article from Risk Magazine
Article from Risk Magazine
Paper from the Casualty Actuarial Society
Article by Oliver Prior of Willis
Article from Contingencies Magazine
Case study of Michelin
Paper from the National Bureau of Economic
Research Inc.
The third edition of a new publication
from Lloyd's of London
The second edition of a new publication
from Lloyd's of London
Article about dual-trigger policies
from the American Institute of Certified Public Accountants
Paper from San Jose State University
Geology Dept.
Paper from the Department of Mathematics,
ETH Zurich
Article from the Commonwealth Business
Network
Explanation of rating methods from Moody's
Investor Service
Article from the Renewable Energy Policy
Project
The first edition of a new publication
from Lloyd's of London
Article from Zurich Re In Focus
Article from the Casualty Actuarial Society
Article from the Wharton Financial Institutions
Center
Article from the Casualty Actuarial Society
Article from Marsh & McLennan Viewpoint
Quarterly
Article by Uwe Shmock, Department of
Mathematics, ETH Zurich
Statement of Christopher M. Lewis before
the House Committee on Banking and Financial Services
