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Insurance Linked Securities, Reinsurance, Risk Management REFERENCES

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INSURANCE‐LINKED SECURITIES, REINSURANCE, RISK …

INSURANCE‐LINKED SECURITIES, REINSURANCE, RISK
MANAGEMENT AND INSURANCE RISK ANALYSIS
BIBLIOGRAPHY
Extensive reference source on insurance‐linked securities, reinsurance,
insurance, analysis of insurance risk, management of portfolios of
insurance risk, insurance catastrophe modeling, construction and
optimization of insurance risk portfolios, cat bonds, reinsurance
structures, risk accumulation, risk measures in insurance and reinsurance,
enterprise risk management for insurance and reinsurance companies,
regulatory arbitrage in insurance and reinsurance, direct and indirect
investment in insurance and reinsurance risk, use of actuarial analytical
tools, risk and return tradeoffs, risk‐based capital, stochastic analysis,
and global trends in insurance, reinsurance and capital markets
Taken from Alex Krutov, Investing in Insurance Risk (Insurance‐Linked
Securities – A Practitioner’s Perspective), Risk Books, London, 2011
Most comprehensive
Will soon require an update

Published in: Economy & Finance, Business

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  • 1. INSURANCE‐LINKED SECURITIES,  REINSURANCE,  RISK MANAGEMENT  AND  INSURANCE RISK ANALYSIS BIBLIOGRAPHY Extensive reference source on insurance‐linked securities,  reinsurance, insurance,  analysis of insurance risk,  management of portfolios of insurance risk,  insurance catastrophe modeling,  construction and optimization of insurance risk portfolios,  cat bonds,  reinsurance structures,  risk accumulation,  risk measures in insurance and reinsurance,  enterprise risk management for insurance and reinsurance companies,  regulatory arbitrage in insurance and reinsurance,  direct and indirect investment in insurance and reinsurance risk,  use of actuarial analytical tools,  risk and return tradeoffs,  risk‐based capital,  stochastic analysis,  and global trends in insurance, reinsurance and capital markets Taken from Alex Krutov,  Investing in Insurance Risk  (Insurance‐Linked Securities  –  A Practitioner’s Perspective),  Risk Books,  London,  2011  > Most comprehensive > Will soon require an update  Compliant with DMCA criteria 
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  • 5. INVESTING IN INSURANCE RISK Campbell, K. and W. Keogh, 2009, “Understanding of Earthquake Risk Improving Dramatically in U.S.”, EQECAT, ABS Consulting Group. Canabarro E., M. Finkemeier, R. R. Anderson and F. Bendimerad, 2000, “Analyzing Insurance- Linked Securities”, The Journal of Risk Finance, 1(2), pp. 49–75. Canter, M. S., J. B. Cole and R. L. Sandor, 1996, “Insurance Derivatives: A New Asset Class for the Capital Markets and a New Hedging Tool for the Insurance Industry”, Journal of Derivatives, 4, pp. 89–105. Cao, M. and J. Wei, 2004, “Weather Derivatives Valuation and Market Price of Weather Risk”, Journal of Futures Markets, 24(11), pp. 1065–1089. Casey, B. T. and T. D. Sherman, 2007, “Are Life Settlements a Security?”, The Journal of Structured Finance, 12(4), pp. 55–60. CFA Institute, 2006, Global Investment Performance Standards (GIPS) Handbook (2nd Ed.), (Charlottesville, VA: CFA Institute). Chacko, G., P. Hecht, V. Dessain, A. Sjoman and A. J. Plotkin, 2004, “Bank Leu’s Prima Cat Bond Fund”, Harvard Business School. Chance, D., 2004, “Default Risk as an Option”, Financial Engineering News Magazine, 38 (January/February), pp. 15–22. Chen, H. and S. Cox, 2009, “Modeling Mortality with Jumps: Applications to Mortality Securitization”, The Journal of Risk and Insurance, 76(3), pp. 727–751. Chen, H. and J. D. Cummins, 2009, “Longevity Bond Premiums: The Extreme Value Approach and Risk Cubic Pricing”, Insurance: Mathematics and Economics, Submitted. Chen, S.-H., 1998, “Evolutionary Computation in Financial Engineering: A Road Map of GAs and GP”, Financial Engineering News Magazine, 6, pp. 3–11. Chua, D. B., M. Kritzman and S. Page, 2009, “The Myth of Diversification”, The Journal of Portfolio Management, 36(1), pp. 26–35. Chung, J., 2007, “Single Product Sector Urged for Longevity Risk”, Financial Times (July 2). Clarke, R. G., H. de Silva and B. Wander, 2002, “Risk Allocation versus Asset Allocation”, The Journal of Portfolio Management, 29, pp. 9–30. Cobley, M., 2008, “U.K. Firms Face Rising Longevity of Workers”, The Wall Street Journal (July 1). Cohen, N. and J. Lemer, 2009, “Babcock Pension to Hedge Risk of Longevity”, Financial Times (May 13). Cole, C. R. and K. A. McCullough, 2006, “A Reexamination of the Corporate Demand for Reinsurance”, The Journal of Risk and Insurance, 73(1), pp. 169–192. Congressional Budget Office, 2005, “A Potential Influenza Pandemic: Possible Macroeconomic Effects and Policy Issues”, CBO (December 8). Conning Research and Consulting, Inc., 2007, Life Settlement Market: Increasing Capital and Investor Demand, (Hartford, CT: Conning Research and Consulting). Conning Research and Consulting, Inc., 2008, Life Settlements: New Challenges to Growth, (Hartford, CT: Conning Research and Consulting). Cossette, H., T. Duchesne and E. Marceau, 2003, “Modeling Catastrophes and Their Impact on Insurance Portfolios”, North American Actuarial Journal, 7(4), pp. 1–22. Coughlan, G., D. Epstein, A. Ong, A. Sinha, J. Hevia-Portocarrero, E. Gingrich, M. Khalaf- Allah and P. Joseph, 2007, LifeMetrics: A Toolkit for Measuring and Managing Longevity and Mortality Risks, Technical Document, JP Morgan.456
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