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A SQUARE

Transferring catastrophe risk to capital markets

Wednesday, September 05, 2007 Share
Transferring catastrophe risk to the capital markets is conceptually similar to transferring credit risk through credit-linked securities. Yet,....

A SQUARE :: 05Sep07 Transferring catastrophe risk to capital markets
Category Insurance
Faculty Peter Nakada
Expertise Insurance Special
Author Sona Blessing
Faculty Name
Simplification of natural catastrophe risk (eg. a hurricane): total cat risk = hazard risk + vulnerability risk + other basis risk.
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