HOME / PUBLICATIONS /

On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance

Citation:

Froot, K.A., and P. O'Connell. “On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.” Journal of Banking and Finance 32, no. 1 (2008): 69–85.
On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance307 KB

Date Published:

Jan 2008

Notes:

  • Special Issue on Dynamics of Insurance Markets: Structure, Conduct, and Performance in the 21st Century
  • Revised from NBER Working Paper No. 6011, April 1997, Harvard Business School Working Paper No. 98-024, 1997.

See also: Capital Markets, Catastrophe Risk, Corporate Finance, Imperfect Capital Markets, Portfolio Construction
Last updated on 06/09/2020