Catastrophe Risk Pricing : An Empirical Analysis

Catastrophe Risk Pricing : An Empirical Analysis

The price of catastrophe risks is viewed by many to be too high and/or too volatile. Catastrophe risk practitioners point out that, contrary to standard insurance, such as automobile insurance, catastrophe re-insurance is exposed to infrequent but...

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Bibliographic Details
Main Authors: Lane, Morton, Mahul, Olivier
Format: Policy Research Working Paper
Language:English
Published: World Bank, Washington, DC 2012
Subjects:
ACTUARIAL STUDIES
ACTUARIES
AMOUNT OF CAPITAL
AUTOMOBILE INSURANCE
BASIS POINTS
BOND
BOND PRICES
BROKER
BROKERS
BUDGETING
CAPITAL ALLOCATION
CAPITAL MARKET
CAPITAL MARKETS
CAPITAL REQUIREMENTS
CAPITAL STRUCTURE
CATASTROPHE BOND
CATASTROPHE BONDS
CATASTROPHE COVERAGE
CATASTROPHE REINSURANCE
CATASTROPHES
CEDANTS
COST OF CAPITAL
COST OF EQUITY
COVERAGE
DEVELOPING COUNTRIES
DISCLOSURE REQUIREMENTS
DIVERSIFICATION OF CREDIT
EQUITY CAPITAL
EXCESS RETURN
EXPOSURE
FAIR
FINANCIAL INSTITUTIONS
FINANCIAL MANAGEMENT
GLOBAL CAPITAL
GLOBAL CAPITAL MARKET
INDIVIDUAL SECURITIES
INSURANCE
INSURANCE COMPANIES
INSURANCE COMPANY
INSURANCE RISK
INSURER
INTERNATIONAL BANK
INTERNATIONAL FINANCIAL INSTITUTIONS
ISSUANCE
LEVEL OF RISK
LIABILITY
LIABILITY INSURANCE
LLC
MARKET CONDITIONS
MARKET PARTICIPANTS
MARKET PRACTICES
MARKET PRICES
MARKET PRICING
MARKET RISK
MARKET YIELDS
MATURITY
NEW MARKET
PORTFOLIO
PORTFOLIOS
PREMIUMS
PRICE INDEX
PRICE INDICES
PRICE MOVEMENTS
PRICE VOLATILITY
PRICES INDICES
PRICING MODEL
PRICING PRACTICE
PRICING ­ MODEL
PRIMARY INSURERS
PRIVATE PLACEMENTS
PRIVATE SECTOR DEVELOPMENT
PUBLIC MARKET
RATE OF RETURN
RATES
RE-INSURANCE
REGULATORS
REINSURANCE CAPACITY
REINSURERS
RETURN
RETURNS
RISK ANALYSIS
RISK MANAGEMENT
RISK PROFILE
RISK PROFILES
SECONDARY MARKET
SECONDARY MARKET PRICES
SECONDARY TRADING
SECURITIES
SECURITIES MARKET
SECURITY MARKETS
SHAREHOLDERS
SIMULTANEOUS ISSUE
SOLVENCY
SPREAD
TRADES
TRADING
TRADITIONAL MARKET
TRADITIONAL MARKETS
TRANCHES
TRANSACTION
TRANSACTION PRICES
UNDERWRITER
UNDERWRITING
WORKERS COMPENSATION
Online Access:http://documents.worldbank.org/curated/en/2008/11/9993138/catastrophe-risk-pricing-empirical-analysis
http://hdl.handle.net/10986/6900

Internet

http://documents.worldbank.org/curated/en/2008/11/9993138/catastrophe-risk-pricing-empirical-analysis
http://hdl.handle.net/10986/6900

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