Insurance and Weather Derivatives: From Exotic Options to Exotic Underlyings - Hardcover

University Paris IX Dauphine Consultant

 
9781899332571: Insurance and Weather Derivatives: From Exotic Options to Exotic Underlyings

Inhaltsangabe

A unique and diverse resource on the developing theory and practice of pricing and managing insurance derivatives, insurance-risk securitisation and weather derivatives. * Expert practitioners and theoreticians take a detailed look at the new class of complex options and structured products resulting from the convergence of finance and insurance, ie, alternative risk transfer. * Major issues explored include: putting a price on Mother Nature, the future of the new asset class, and whether catastrophe risk is uninsurable.

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