The Valuation of Catastrophe-Linked Products with the Counterparty Default Risk, Basis Risk, and Moral Hazard Risk
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 98 === Climate change has resulted in enormous losses which are failed to bear by the (re)insurance companies. Catastrophe-linked products, including contingent capital and hedging instruments can offer alternative possibilities to transform the catastrophic risks....
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41831117561769010699 |