Insurance Options: Beating the Benchmark. Are Catastrophe Bonds more profitable than Corporate Bonds? || Opciones de seguros: superando la referencia. ¿Son más rentables los bonos catástrofe que los bonos corporativos?

Insurance Options: Beating the Benchmark. Are Catastrophe Bonds more profitable than Corporate Bonds? || Opciones de seguros: superando la referencia. ¿Son más rentables los bonos catástrofe que los bonos corporativos?

In this paper, we establish a comparison between one of the most traded financial derivatives in the markets, the so-called catastrophe bonds (abbreviated as cat bonds) and the corporate bonds. In the first section, we start from a brief definition as well as some basic concepts. In section two, we...

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Bibliographic Details
Main Author: Caro Barrera, José Rafael
Format: Article
Language:English
Published: Universidad Pablo de Olavide 2020-06-01
Series:Revista de Métodos Cuantitativos para la Economía y la Empresa
Subjects:
catastrophe bonds
corporate bonds
risk securitization
risk transferring
structured product
insurance-linked securities
reinsurance risk
derivatives pricing
credit risk
bonos catástrofe
bonos corporativos
titulización del riesgo
transferencia de riesgo
productos estructurados
valores vinculados a seguros
riesgo de reaseguro
precios de derivados
riesgo de crédito
Online Access:https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2978/3883

Internet

https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2978/3883

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