Relevant bibliographies by topics / Insurance derivatives

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Insurance derivatives'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 February 2022

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Journal articles on the topic "Insurance derivatives"

1

Assa, Hirbod. "A financial engineering approach to pricing agricultural insurances." Agricultural Finance Review 75, no. 1 (2015): 63–76. http://dx.doi.org/10.1108/afr-12-2014-0041.

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Purpose – The purpose of this paper is to introduce a continuous time version of the speculative storage model of Deaton and Laroque (1992) and to use for pricing derivatives, in particular insurances on agricultural prices. Design/methodology/approach – The methodology of financial engineering is used in order to find the partial differential equations that the dynamics of derivative prices have to satisfy. Furthermore, by using the Monte-Carlo method (and Feynman-Kac theorem) the insurance prices is computed. Findings – Results of this paper show that insurance prices (and derivative prices in general) are heavily influenced by market structure, in particular, the demand function specifications. Furthermore, through an empirical analysis, the performance of the continuous time speculative storage model is compared with the geometric Brownian motion model. It is shown that the speculative storage model outperforms the actual data. Practical implications – Since the agricultural insurances in many countries are subsidised by government, the results of this paper can be used by policy makers to measure changes in agricultural insurance premiums in scenarios that market experiences changes in demand. In the same manner, insurance companies and investors can use the results of this paper to better price agricultural derivatives. Originality/value – The issue of agricultural insurance pricing (in general derivative pricing) is of great concern to policy makers, investors and insurance companies. To the author’s knowledge, an approach which uses the methodology of financial engineering to compute the insurance prices (in general derivatives) is new within the literature.
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Canter, Michael S., Joseph B. Cole, and Richard L. Sandor. "Insurance Derivatives." Journal of Derivatives 4, no. 2 (1996): 89–104. http://dx.doi.org/10.3905/jod.1996.407966.

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Carkin, E., S. Chekirov, A. Echimova, et al. "Weather Derivatives in Russia: Farmers’ Insurance against Temperature Fluctuations." Review of Business and Economics Studies 6, no. 1 (2018): 29–42. http://dx.doi.org/10.26794/2308-944x-2018-6-1-29-42.

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This project proposes the use of weather derivatives, a type of financial instrument with a payout based on weather conditions, as a method for Russian farmers to hedge against daily temperature fluctuations. We created a weather derivative simulation tool in Microsoft Excel that calculates the effect of temperature on crop yield and then analyzes how the return of weather derivatives can potentially compensate for crop loss. Based on this tool, we developed a series of recommendations to help implement this system of protection with real users.
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Vashisht, Anil. "Usage of rainfall derivatives to hedge rainfall risk: A feasibility study of Gwalior Chambal region." Indian Journal of Science and Technology 13, no. 42 (2020): 4369–73. http://dx.doi.org/10.17485/ijst/v13i42.1771.

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Objectives: To check the awareness level of farmers towards crop insurance schemes available so far and their satisfaction level with those schemes. To check the acceptability of farmers towards rainfall derivatives Methods: To achieve the objective of study, we have conducted a survey among the farmers of Gwalior Chambal region in India. The sample size of survey was 470 farmers; we have selected 5 villages per tehsil and 2 farmers per village. We have used cross tabulation to analyse the collected data. Findings: This study shows that only few farmers were aware about the previously launched crop insurance schemes by government and out the farmers who were aware and used the previous schemes were not satisfied with them. This study also shows the positive response by farmers towards rainfall derivative products. The study shows that most of the farmers believed that rainfall derivative can be a very effective tool for hedging the rainfall risk. Novelty: This study is very much helpful to understand the acceptability of rainfall derivatives among the farmers of Gwalior-Chambal region. This study can be used as a recommendation to launch the rainfall derivatives in India. Keywords: Rainfall risk; rainfall derivatives; crop insurance; hedging; weather index-based insurance; crop damage
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De Ceuster, Marc, Liam Flanagan, Allan Hodgson, and Mohammad I. Tahir. "Determinants of Derivative Usage in the Life and General Insurance Industry: The Australian Evidence." Review of Pacific Basin Financial Markets and Policies 06, no. 04 (2003): 405–31. http://dx.doi.org/10.1142/s0219091503001146.

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Core business and financial market risks are not easily reduced by standard operating procedures in insurance companies. Derivatives theoretically provide a cost effective vehicle to hedge these risks. This paper provides an empirical analysis of the determinants of derivative usage as well as the extent of derivative usage in the Australian insurance industry in both life and general insurance companies for the period 1997–1999. Empirical results for the Australian life insurance industry in general confirm the findings of UK and US based research. However, the Australian general insurance industry does not appear to follow the conclusions of previous literature. Our results indicate that for life insurers, the determinants of derivative usage were size, leverage and reinsurance. For the general insurance industry the determinants were size and the extent of long tail lines of business written. As regards the determinants of the extent of derivative usage, these were size and asset-liability duration mismatches for life insurers. For the general insurance industry the determinants of the extent of derivative usage were size, the extent of long tail lines of business written, and the reporting year.
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Kropienė, Rūta, and Gžegož Jurgo. "Weather Derivatives: Usage Possibilities for the Lithuanian Economy." Lietuvos statistikos darbai 49, no. 1 (2010): 62–68. http://dx.doi.org/10.15388/ljs.2010.13949.

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The impact of weather on many commercial and recreational activities is significant and varies both geographically and seasonally. Many industries, including agriculture, energy, utility, construction, tourism and other businesses, are either favourably or adversely affected by “bad” weather. For this reason, financial markets have devised a relatively new class of instruments, the so-called “weather derivatives”, the first of which were launched in 1996 in the United States. There is a number of factors behind the growth in the weather derivatives market. One of these is the deregulation of energy markets. Another one is that capital and insurance markets have come closer to each other. A weather derivative is the new­est product of the financial derivatives market. It al­lows a market participant to minimise a risk from daily weather fluctuations, while insurance companies sell insurance against catastrophic events.
 The main aim of this article is to explore possi­bilities to use weather derivatives for the Lithuanian economy. To reach the aim, the following goals were set: to describe products of weather derivatives and their features and to present the possibilities to use these derivatives in the Lithuanian economy on the basis of an example of temperature derivatives. A hypothesis is made that Lithuanian companies could discover new possibilities for business management through the use of weather derivatives.
 The methods used in the paper are as follows: comparative analysis, indexes, regression and correla­tion analysis.
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Hee, Park Kwang, and Woon Kyung Song. "Factors Affecting Derivatives Use for Life Insurance Companies." International Journal of Economics and Finance 9, no. 12 (2017): 168. http://dx.doi.org/10.5539/ijef.v9n12p168.

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The aim of this article is to investigate what factors affect derivatives use for life insurance companies in Korea. For life insurance companies in Korea, there are some problems to solve. First one is to meet IFRS standard which emphasizes solvency. Second one is to overcome problems from macroeconomic including low economic growth and low interest rate, fluctuating foreign currency exchange rate, and problems from population composition change and longer longevity. One of the possible ways to control the risks that life insurance companies face is using derivatives. Traditionally life insurance companies use reinsurance to hedge their inherent risks. However, hedging by using derivatives provides some different merits from those by reinsurance, such as, effects of controlling risks from macroeconomic change, in some cases less costs to control risks, etc. So using derivatives to control risks for life insurance companies is not only for sustainable management but for growth and becoming more competitive. The study results show that asset size, foreign assets and liabilities, proportion of deposit insurance, liquidity, RBC are significant factors affecting derivatives use.
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Assa, Hirbod. "Financial engineering in pricing agricultural derivatives based on demand and volatility." Agricultural Finance Review 76, no. 1 (2016): 42–53. http://dx.doi.org/10.1108/afr-11-2015-0053.

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Purpose – The purpose of this paper is twofold. First, the author proposes a financial engineering framework to model commodity prices based on market demand processes and demand functions. This framework explains the relation between demand, volatility and the leverage effect of commodities. It is also shown how the proposed framework can be used to price derivatives on commodity prices. Second, the author estimates the model parameters for agricultural commodities and discuss the implications of the results on derivative prices. In particular, the author see how leverage effect (or inverse leverage effect) is related to market demand. Design/methodology/approach – This paper uses a power demand function along with the Cox, Ingersoll and Ross mean-reverting process to find the price process of commodities. Then by using the Ito theorem the constant elastic volatility (CEV) model is derived for the market prices. The partial differential equation that the dynamics of derivative prices satisfy is found and, by the Feynman-Kac theorem, the market derivative prices are provided within a Monte-Carlo simulation framework. Finally, by using a maximum likelihood estimator, the parameters of the CEV model for the agricultural commodity prices are found. Findings – The results of this paper show that derivative prices on commodities are heavily affected by the elasticity of volatility and, consequently, by market demand elasticity. The empirical results show that different groups of agricultural commodities have different values of demand and volatility elasticity. Practical implications – The results of this paper can be used by practitioners to price derivatives on commodity prices and by insurance companies to better price insurance contracts. As in many countries agricultural insurances are subsidised by the government, the results of this paper are useful for setting more efficient policies. Originality/value – Approaches that use the methodology of financial engineering to model agricultural prices and compute the derivative prices are rather new within the literature and still need to be developed for further applications.
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Ankirchner, Stefan, Peter Imkeller, and Alexandre Popier. "Optimal Cross Hedging of Insurance Derivatives." Stochastic Analysis and Applications 26, no. 4 (2008): 679–709. http://dx.doi.org/10.1080/07362990802128230.

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Jones, Robert A., and Christophe Pérignon. "Derivatives Clearing, Default Risk, and Insurance." Journal of Risk and Insurance 80, no. 2 (2012): 373–400. http://dx.doi.org/10.1111/j.1539-6975.2012.01489.x.

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Dissertations / Theses on the topic "Insurance derivatives"

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Mürmann, Alexander. "Financial and actuarial valuation of insurance derivatives." Thesis, London School of Economics and Political Science (University of London), 2002. http://etheses.lse.ac.uk/2103/.

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This dissertation looks into the interplay of financial and insurance markets that is created by securitization of insurance related risks. It comprises four chapters on both the common ground and different nature of actuarial and financial risk valuation. The first chapter investigates the market for catastrophe insurance derivatives that has been established at the Chicago Board of Trade in 1992. Modeling the underlying index as a compound Poisson process the set of financial derivative prices that exclude arbitrage opportunities is characterized by the market prices of frequency and jump size risk. Fourier analysis leads to a representation of price processes that separates the underlying stochastic structure from the contract's payoff and allows derivation of the inverse Fourier transform of price processes in closed form. In a market with a representative investor, market prices of frequency and jump size risk are uniquely determined by the agent's coefficient of absolute risk aversion which consequently fixes the price process on the basis of excluding arbitrage strategies. The second chapter analyzes a model for a price index of insurance stocks that is based on the Cramer-Lundberg model used in classical risk theory. It is shown that price processes of basic securities and derivatives can be expressed in terms of the market prices of risk. This parameterization leads to formulae in closed form for the inverse Fourier transform of prices and the conditional probability distribution. Financial spreads are examined in more detail as their structure resembles the characteristics of stop loss reinsurance treaties. The equivalence between a representative agent approach and the Esscher transform is shown and the financial price process that is robust to these two selection criteria is determined. Finally, the analysis is generalized to allow for risk processes that are perturbed by diffusion. In the third chapter an integrated market is introduced containing both insurance and financial contracts. The calculation of insurance premia and financial derivative prices is presented assuming the absence of arbitrage opportunities. It is shown that in contrast to financial contracts, there exist infinitely many market prices of risk that lead to the same premium process. Thereafter a link between financial and actuarial prices is established based on the requirement that financial prices should be consistent with actuarial valuation. This connection is investigated in more detail under certain premium calculation principles. The starting point of the final chapter is the Fourier technique developed in Chapters 1 and 2. It is the aim of this chapter to generalize the analysis to underlying Levy processes. Expressions for the conditional moments and probabilities based on these processes are derived and their inverse Fourier transforms are obtained in closed form. The representation of conditional moments and probabilities separates the stochastic structure from the deterministic dependence on the underlying Levy processes.
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Eichler, Andreas, Gunther Leobacher, and Michaela Szölgyenyi. "Utility indifference pricing of insurance catastrophe derivatives." Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/s13385-017-0154-2.

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We propose a model for an insurance loss index and the claims process of a single insurance company holding a fraction of the total number of contracts that captures both ordinary losses and losses due to catastrophes. In this model we price a catastrophe derivative by the method of utility indifference pricing. The associated stochastic optimization problem is treated by techniques for piecewise deterministic Markov processes. A numerical study illustrates our results.
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Avery, Christopher S. "Weather Derivatives as Crop Insurance in Iowa." Thesis, The University of Arizona, 2016. http://hdl.handle.net/10150/613516.

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Crop insurance has been used by farmers to reduce yield loss risk. In this thesis we explore the plausibility of using weather derivative products to hedge against temperature induced corn yield losses. The ultimate goal is to explore relationships between weather and yield in order to hedge yield risk with exchange traded weather derivatives. This paper sets up the groundwork for these strategies by determining the weather relationships to annual yield and variability of yields using log-linear models. We find significant links among corn, soybeans, and hay yields in Iowa and weather variables such that using temperature based weather derivatives to hedge against yield loss is economically viable.
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Ndounkeu, Ludovic Tangpi. "Optimal cross hedging of Insurance derivatives using quadratic BSDEs." Thesis, Stellenbosch : Stellenbosch University, 2011. http://hdl.handle.net/10019.1/17950.

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Thesis (MSc)--Stellenbosch University, 2011.<br>ENGLISH ABSTRACT: We consider the utility portfolio optimization problem of an investor whose activities are influenced by an exogenous financial risk (like bad weather or energy shortage) in an incomplete financial market. We work with a fairly general non-Markovian model, allowing stochastic correlations between the underlying assets. This important problem in finance and insurance is tackled by means of backward stochastic differential equations (BSDEs), which have been shown to be powerful tools in stochastic control. To lay stress on the importance and the omnipresence of BSDEs in stochastic control, we present three methods to transform the control problem into a BSDEs. Namely, the martingale optimality principle introduced by Davis, the martingale representation and a method based on Itô-Ventzell’s formula. These approaches enable us to work with portfolio constraints described by closed, not necessarily convex sets and to get around the classical duality theory of convex analysis. The solution of the optimization problem can then be simply read from the solution of the BSDE. An interesting feature of each of the different approaches is that the generator of the BSDE characterizing the control problem has a quadratic growth and depends on the form of the set of constraints. We review some recent advances on the theory of quadratic BSDEs and its applications. There is no general existence result for multidimensional quadratic BSDEs. In the one-dimensional case, existence and uniqueness strongly depend on the form of the terminal condition. Other topics of investigation are measure solutions of BSDEs, notably measure solutions of BSDE with jumps and numerical approximations. We extend the equivalence result of Ankirchner et al. (2009) between existence of classical solutions and existence of measure solutions to the case of BSDEs driven by a Poisson process with a bounded terminal condition. We obtain a numerical scheme to approximate measure solutions. In fact, the existing self-contained construction of measure solutions gives rise to a numerical scheme for some classes of Lipschitz BSDEs. Two numerical schemes for quadratic BSDEs introduced in Imkeller et al. (2010) and based, respectively, on the Cole-Hopf transformation and the truncation procedure are implemented and the results are compared. Keywords: BSDE, quadratic growth, measure solutions, martingale theory, numerical scheme, indifference pricing and hedging, non-tradable underlying, defaultable claim, utility maximization.<br>AFRIKAANSE OPSOMMING: Ons beskou die nuts portefeulje optimalisering probleem van ’n belegger wat se aktiwiteite beïnvloed word deur ’n eksterne finansiele risiko (soos onweer of ’n energie tekort) in ’n onvolledige finansiële mark. Ons werk met ’n redelik algemene nie-Markoviaanse model, wat stogastiese korrelasies tussen die onderliggende bates toelaat. Hierdie belangrike probleem in finansies en versekering is aangepak deur middel van terugwaartse stogastiese differensiaalvergelykings (TSDEs), wat blyk om ’n onderskeidende metode in stogastiese beheer te wees. Om klem te lê op die belangrikheid en alomteenwoordigheid van TSDEs in stogastiese beheer, bespreek ons drie metodes om die beheer probleem te transformeer na ’n TSDE. Naamlik, die martingale optimaliteits beginsel van Davis, die martingale voorstelling en ’n metode wat gebaseer is op ’n formule van Itô-Ventzell. Hierdie benaderings stel ons in staat om te werk met portefeulje beperkinge wat beskryf word deur geslote, nie noodwendig konvekse versamelings, en die klassieke dualiteit teorie van konvekse analise te oorkom. Die oplossing van die optimaliserings probleem kan dan bloot afgelees word van die oplossing van die TSDE. ’n Interessante kenmerk van elkeen van die verskillende benaderings is dat die voortbringer van die TSDE wat die beheer probleem beshryf, kwadratiese groei en afhanglik is van die vorm van die versameling beperkings. Ons herlei ’n paar onlangse vooruitgange in die teorie van kwadratiese TSDEs en gepaartgaande toepassings. Daar is geen algemene bestaanstelling vir multidimensionele kwadratiese TSDEs nie. In die een-dimensionele geval is bestaan ââen uniekheid sterk afhanklik van die vorm van die terminale voorwaardes. Ander ondersoek onderwerpe is maatoplossings van TSDEs, veral maatoplossings van TSDEs met spronge en numeriese benaderings. Ons brei uit op die ekwivalensie resultate van Ankirchner et al. (2009) tussen die bestaan van klassieke oplossings en die bestaan van maatoplossings vir die geval van TSDEs wat gedryf word deur ’n Poisson proses met begrensde terminale voorwaardes. Ons verkry ’n numeriese skema om oplossings te benader. Trouens, die bestaande self-vervatte konstruksie van maatoplossings gee aanleiding tot ’n numeriese skema vir sekere klasse van Lipschitz TSDEs. Twee numeriese skemas vir kwadratiese TSDEs, bekendgestel in Imkeller et al. (2010), en gebaseer is, onderskeidelik, op die Cole-Hopf transformasie en die afknot proses is geïmplementeer en die resultate word vergelyk.
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Chu, Chi Chiu. "Pricing models of equity-linked insurance products and LIBOR exotic derivatives /." View abstract or full-text, 2005. http://library.ust.hk/cgi/db/thesis.pl?MATH%202005%20CHU.

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Jang, Ji-Wook. "Doubly stochastic point processes in reinsurance and the pricing of catastrophe insurance derivatives." Thesis, London School of Economics and Political Science (University of London), 1998. http://etheses.lse.ac.uk/1509/.

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This dissertation presents pricing models for stop-loss reinsurance contracts for catastrophic events and for catastrophe insurance derivatives. We use doubly stochastic Poisson process or the Cox process for the claim arrival process for catastrophic events. The shot noise process is able to measure the frequency, magnitude and time period needed to determine the effect of the catastrophe. This process is used for the claim intensity function within the Cox process. The Cox process with shot noise intensity is examined by piecewise deterministic Markov process theory. We apply the Cox process incorporating the shot noise process as its intensity to price stop-loss catastrophe reinsurance contracts and catastrophe insurance derivatives. In order to calculate fair prices for reinsurance contracts and catastrophe insurance derivatives we need to assume that there is an absence of arbitrage opportunities in the market. This can be achieved by using an equivalent martingale probability measure in our pricing models. The Esscher transform is used to change probability measure. The dissertation also shows how to estimate the parameters of claim intensity using the likelihood function. In order to estimate the distribution of claim intensity, state estimation is employed as well. Since the claim intensity is not observable we filter it out on the basis of the number of claims, i.e. we employ the Kalman-Bucy filter. We also derive pricing formulae for stop-loss reinsurance contracts for catastrophic events using the distribution of claim intensity that is obtained by the Kalman-Bucy filter. Both estimations are essential in pricing stop-loss reinsurance contracts and catastrophe insurance derivatives.
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Laurent, Andrea. "Derivatives and the asset allocation decision : a synthesis between portfolio diversification and portfolio insurance /." [S.l. : s.n.], 2003. http://www.gbv.de/dms/zbw/373083238.pdf.

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Li, Jing [Verfasser]. "Pricing and Risk Management of Basket FX Derivatives and Unit-Linked Life Insurance Contracts / Jing Li." Bonn : Universitäts- und Landesbibliothek Bonn, 2012. http://d-nb.info/1043019618/34.

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Cavanaugh, Grant. "Direct Climate Markets: the Prospects for Trading Teleconnection Risk." UKnowledge, 2013. http://uknowledge.uky.edu/agecon_etds/16.

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This dissertation provides the analysis necessary to launch the first direct climate markets. Combining statistical modeling with qualitative interviews, I build off of an innovative insurance project to show why and how to start traded markets on indexes of El Niño/La Niña. I provide statistical models of El Niño/La Niña's worldwide economic impacts; a stochastic catalog used to price virtually any risk management contract on El Niño/La Niña, even as new forecasts change traders' expectations; a comprehensive statistical description of the lifecycle of new derivatives showing how the prospects for new derivatives changed fundamentally in the last decade (this work is co-authored by Michael Penick, Senior Economist at the US government's derivatives regulator, the Commodity Futures Trading Commission); and, interviews with risk management professionals at businesses facing El Niño/La Niña risk and financial firms interested in trading that risk. Based on this analysis, I conclude that catastrophe bonds settling on NOAA's Niño 3.4 sea surface temperatures can, and likely will, launch in the near future.
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Chen, Shu-Ling. "Three essays on agricultural and catastrophic risk management." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1179368620.

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Books on the topic "Insurance derivatives"

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Hardwick, Philip. The determinants of financial derivatives use in the United Kingdom life insurance industry. Bournemouth University, School of Finance & Law, 1998.

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K, Antonis Alexandridis. Weather Derivatives: Modeling and Pricing Weather-Related Risk. Springer New York, 2013.

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Misani, Nicola. Risk management between insurance and finance: New instruments for the management of pure risks : catastrophe bonds, insurance derivatives, contingent capital, risk fusion. EGEA, 1999.

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Insurance, New York (State) Legislature Assembly Standing Committee on. Public hearing New York's regulation of the credit default swap market. En-De Reporting Services, 2008.

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Credit default swaps on government debt: Potential implications of the Greek debt crisis : hearing before the Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eleventh Congress, second session, April 29, 2010. U.S. G.P.O., 2010.

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Derivatives clearinghouses: Opportunities and challenges : hearing before the Subcommittee on Securities, Insurance, and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Twelfth Congress, first session ... May 25, 2011. U.S. G.P.O., 2012.

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Reducing risks and improving oversight in the OTC credit derivatives market: Hearing before the Subcommittee on Securities and Insurance and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Tenth Congress, second session, on reducing risks and improving oversight in the OTC credit derivatives market, Wednesday, July 9, 2008. U.S. G.P.O., 2010.

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United, States Congress House Committee on Banking Finance and Urban Affairs Subcommittee on Financial Institutions Supervision Regulation and Deposit Insurance. H.R. 4503, the Derivatives Safety and Soundness Supervision Act of 1994: Hearing before the Subcommittee on Financial Institutions Supervision, Regulation, and Deposit Insurance of the Committee on Banking, Finance, and Urban Affairs, House of Representatives, One Hundred Third Congress, second session, July 12, 1994. U.S. G.P.O., 1994.

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Over-the-counter derivatives: Modernizing oversight to increase transparency and reduce risks : hearing before the Subcommittee on Securities, Insurance, and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Eleventh Congress, first session, on modernizing the regulation of the over-the-counter derivatives markets and the institutions that participate in these markets, June 22, 2009. U.S. G.P.O., 2010.

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Bowles, Symposium (1995 Atlanta Ga ). Securitization of insurance risk: The 1995 Bowles Symposium. Society of Actuaries, 1997.

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Book chapters on the topic "Insurance derivatives"

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Canter, Michael S., Joseph B. Cole, and Richard L. Sandor. "Insurance Derivatives." In Financial Innovations and the Welfare of Nations. Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-1623-1_16.

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Roe, Steuart. "Portfolio Insurance." In Risk Management and Financial Derivatives. Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-14605-5_14.

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Briys, Eric, and François de Varenne. "Insurance: From Underwriting to Derivatives." In Financial Innovations and the Welfare of Nations. Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-1623-1_15.

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Ekern, Steinar, and Svein-Arne Persson. "Exotic Unit-Linked Life Insurance Contracts." In Financial Risk and Derivatives. Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1826-9_4.

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Heerden, Chris van. "Life Insurance Reserve Securitization." In Structured Products and Related Credit Derivatives. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119197836.ch21.

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Kramer, Andrea S. "Critical Distinctions between Weather Derivatives and Insurance." In Structured Finance and Insurance. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201243.ch28.

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Harris, Alton B., and Andrea S. Kramer. "Credit Derivatives, Insurance, and CDOs: The Aftermath of Enron." In Structured Finance and Insurance. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201243.ch31.

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Nielsen, J. Aase, and Klaus Sandmann. "Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts." In Financial Risk and Derivatives. Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1826-9_5.

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Yoon, Suk Heun, and Sumon C. Mazumdar. "Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices." In Financial Risk and Derivatives. Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1826-9_7.

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Carbonnier, Gilles. "The Rise of Disaster Risk Insurance and Derivatives." In Natural Disaster Management in the Asia-Pacific. Springer Japan, 2014. http://dx.doi.org/10.1007/978-4-431-55157-7_11.

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Conference papers on the topic "Insurance derivatives"

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Tamura, Hitoshi, and Akira Mita. "Insurance derivatives based on information obtained by sensor networks to improve the safety of buildings and urban systems." In The 14th International Symposium on: Smart Structures and Materials & Nondestructive Evaluation and Health Monitoring, edited by Masayoshi Tomizuka, Chung-Bang Yun, and Victor Giurgiutiu. SPIE, 2007. http://dx.doi.org/10.1117/12.715550.

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