29 sept. 2022How does Catastrophe Risk Securitization Affect the Reinsurance Market?"Using Cat bonds to transfer catastrophe risk substitutes not only the use of Cat reinsurance but also non-Cat reinsurance in the hard...
23 mai 2022A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses" We show that the U.S. insurance industry’s capacity to pay catastrophe losses is higher in 2020 than it was in 1997. Insurers could pay...
11 mai 2022A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives"The primary contribution of this paper is to present a unified Bayesian CAT bond pricing framework based on uncertainty quantification...