Securitization of Catastrophe Risk
eBook - PDF

Securitization of Catastrophe Risk

Empirical Analyses of CAT Bond Premiums

,
  1. 188 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Securitization of Catastrophe Risk

Empirical Analyses of CAT Bond Premiums

,

About this book

Die Verbriefung von Katastrophenrisiken erfolgt vorwiegend über CAT Bonds. Diese transferieren das Katastrophenrisiko von den Versicherungsmärkten auf die Finanzmärkte und führen somit zu einer Kapazitätserweiterung des Versicherungsmarktes. Für die Übernahme des Katastrophenrisikos fordern die Investoren eine Risikoprämie, die den Preis des CAT Bonds bestimmt. Ziel der vorliegenden Dissertation ist die empirische Untersuchung dieser Prämien. Zunächst wird das beste Modell zur Vorhersage von CAT Bond Prämien identifiziert. Nachdem das beste Modell identifiziert wurde, besteht ein weiteres Ziel darin, dieses Modell detailliert zu untersuchen, indem theoretische Hypothesen aus der Literatur hinsichtlich potenzieller Einflussfaktoren empirisch überprüft werden. Darüber hinaus wird untersucht, wie sich die Prämien im Katastrophenfall verhalten.

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Information

Publisher
Cuvillier Verlag
Year
2013
Print ISBN
9783954043187
eBook ISBN
9783736943186
Edition
1

Table of contents

  1. Acknowledgement
  2. Contents
  3. List of Figures
  4. List of Tables
  5. Nomenclature
  6. 1 Introduction
  7. 2 Management of Catastrophe Risk
  8. 3 Catastrophe Bonds
  9. 4 Premium Calculation Principles
  10. 5 Accuracy of Premium Calculation Models
  11. 6 Premium Determinants and the Impact of Catastrophes on Premiums
  12. 7 Conclusion
  13. Bibliography