Table of Contents
- Index Hedge Performance: Bootstrap Study of Hurricane Fran
Xin Cao and Bruce Thomas
- Actuarial and Economic Aspects of Securitization of Risk
Samuel H. Cox, Ph.D., FSA, Joseph R. Fairchild, MBA, and Hal W. Pedersen, Ph.D., ASA
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1999 Discussion Papers on Securitization of Risk These files are in Portable Document
Format
(PDF), you will need to download
the Acrobat Reader to view the articles.
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- Pricing Catastrophe Risk: Could CAT Futures Have Coped with Andrew?
Stephen P. D'Arcy, FCAS, MAAA, Virginia Grace France, and Richard W. Gorvett, FCAS, MAAA
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Eliminating Mortgage Insurance through Risk-Adjusted Interest Rates (The Securitization of Mortgage Default Risk)
Bruce D. Fell, FCAS, MAAA, and William S. Ober
- Insurance Securitization: The Development of a New Asset Class
Richard W. Gorvett, FCAS, MAAA, ARM, Ph.D.
- Risk Load and the Default Rate of Surplus
Excel model upon which the paper is based*
Donald F. Mango, FCAS, MAAA
- Catastrophe Risk Securitization: Insurer and Investor Perspectives
Glenn G. Meyers, FCAS, MAAA and
John J. Kollar, FCAS, MAAA
- Uncertainty in Hurricane Risk Modeling and Implications for Securitization
David Miller, Ph.D.
- Property/Liability Insurance Risk Management and Securitization
Trent R. Vaughn, FCAS, MAAA |
