Presentation: On CAT Options and Bonds
Workshop: Advanced Modeling in Finance and Insurance
Time: Wed, September 24, 2008, 10:50-11:40
Speaker: Hanspeter Schmidli
Abstract
We review how CAT Options and Bonds are working and why they are interesting for (Re-)Insurers. We discuss different model that have been discussed in the literature, how prices of these products can be found and how the products can be used for hedging an insurance portfolio.
URL: www.ricam.oeaw.ac.at/specsem/sef/events/program/presentation.php
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