Pricing of Catastrophe Bonds
Statistical Tools for Finance Insurance
Financial innovations for catastrophe risk: cat bonds and beyond (Financial innovations lab report)
Milken Institute Apr 2008
An analysis of the market price of Cat Bonds
Casualty Actuarial Society 2009
Pricing in the primary market for cat bonds: New empirical evidence
University of St. Gallen, Institute of Insurance Economics Aug 2012
A Cat Bond Premium Puzzle?
The Wharton School May 1999
Convergence of Capital and insurance Markets: Consistent Pricing of Index-Linked Catastrophic Loss Instruments
FAU – Department of nsurance Economics and Risk Management
Financing Catastrophe Risk: Capital Market Solutions
ISO, Verisk Analytics Company Jan 1999
Cat Bond Pricing Using Probability Transforms
Geneva Papers Jan 2004
Accuracy of pricing models for CAT bonds – An Empirical Analyses
Marcello Galeotti, Marc Gurtler and Christine Rehan
Cat bond calculator
C#computing
Seasonality modelling for catastrophe bond pricing
ESC Rennes Business School and CREST
Catastrophe bond pricing based on behaviours’ model
Shuo Liu, Tatiana Ermolieva, Yuri Ermoliev and Liyan Han
Explaining the Spread Premiums on Catastrophe Bonds
Debra T. Lei, Jen-Hung Wang and Larry Y. Tzeng
Pricing default-risky CAT bonds with moral hazard and basic risk
The Journal of Risk and Insurance 2002
Pricing catastrophe Insurance Derivatives
The Wharton School Jun 2001
Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
The London School of Economics and Political Science Mar 2011
Three essays on pricing and hedging in incomplete markets
Dan Chen Oct 2011
Catastrophe Risk Pricing – An Empirical Analyses
The World Bank, Global Capital Market Non Banking Financial Institutions Divisions Nov 2008
Catastrophe Reinsurance Pricing and Capital – An Empirical Enquiry
Lane Financial May 2008
Pricing of Catastrophe ILS
Stavros Christofides
Pricing Risk Transfer Transactions
Lane Financial Jun 2000
Analysing the pricing of the 2001 risk-linked securities transactions
Lane Financial Jul 2001
Meanwhile, back at the price drawing board
Lane Financial Aug 2002
Pricing issues in aviation insurance and reinsurance
Lane Financial Apr 2003
The viability and likely pricing of “Cat Bonds” for developing countries
Lane Financial Feb 2004
Catastrophe Bonds & Insurance-Linked Securities Deal Directory
If you’re interested in catastrophe bonds and insurance-linked securities transactions you should visit the Artemis Deal Directory. It lists all the publicly known catastrophe bond & insurance-linked security transactions since the markets inception. The Directory contains details on more than 300 cat bond and ILS deals.
Catastrophe bond & ILS news and articles from Artemis
- Philippines targets indemnity cover, over cat bonds, for infrastructure: Report March 30, 2023
- Convex gets 50% upsized $150m Hypatia cat bond priced ~22% under guidance March 30, 2023
- Tremor launches catastrophe bond issuance platform March 30, 2023
- Colombia, Peru, Caribbean nations consider new World Bank cat bonds March 29, 2023
- Further $10m redeemed from at-risk FloodSmart 2020-1 cat bond notes March 29, 2023
To read more news on catastrophe bonds and insurance-linked securities visit the Artemis News Blog.
View all of our Artemis Live video interviews and subscribe to our podcast.
All of our Artemis Live insurance-linked securities (ILS), catastrophe bonds and reinsurance video content and video interviews can be accessed online.
Our Artemis Live podcast can be subscribed to using the typical podcast services providers, including Apple, Google, Spotify and more.
