Pricing catastrophic bonds for earthquakes in Mexico

Master thesis English OPEN
Cabrera, Brenda López;
(2006)
  • Publisher: Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
  • Related identifiers: doi: 10.18452/14064
  • Subject: Earthquakes | CAT bonds | Reinsurance | Trigger mechanism | Compound doubly Poisson process | 310 Statistik | 330 Wirtschaft | 15 Statistik | 17 Wirtschaft
    • ddc: ddc:310 | ddc:330

After the occurrence of a natural disaster, the reconstruction can be financed with catastrophic bonds (CAT bonds) or reinsurance. For insurers, reinsurers and other corporations CAT bonds provide multi year protection without the credit risk present in reinsurance. For... View more