Investing in insurance risk
Subtitle: insurance-linked securities : a practitioner's perspective
By: by Alex Krutov
Publisher: Risk Books
Published: 2010
Place of publication: London
Language: eng
Number of pages: 480
ISBN-13: 9781904339564
Subjects: Risk (Insurance); Securities; Investments
Notes: Includes bibliographical references (p. 453-467) and index.
Table of contents: title: Investing in insurance risk; title: Insurance-linked securities; title: Property catastrophe bonds; title: Modelling catastrophe risk; title: Catastrophe derivatives and ILWs; title: Reinsurance sidecars and securitised reinsurance; title: Credit risk in catastrophe bonds and other ILS; title: Weather derivatives; title: Funding excess insurance reserves; title: Embedded value securitisation; title: Securitisation of extreme mortality risk; title: Life insurance settlements; title: Mortality and longevity models in insurance-linked securities; title: Valuation of life settlements and other mortality-linked securities; title: Longevity risk transfer and longevity-linked securities; title: Managing portfolios of catastrophe risk; title: Managing portfolios of multiple types of ILS.