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Expertise on event-linked bonds and extreme event risk

Wednesday, December 19, 2007
We distinguish extreme, or ’super-catastrophic,’ events from other catastrophes in terms of their size (total insured losses, or the like) and occurrence frequency..

A SQUARE :: 19Dec07 Expertise on event-linked bonds and extreme event risk
Category Event Linked Bonds
Author Sona Blessing
Extremely rare tail risk, in particular, generally offers much higher multiples of spread versus expected loss, even if it offers a lower absolute level of spread.
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