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  • Assessing Catastrophe Reinsurance-Linked Securities As A New Asset Class

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    John Tsantilas
    64 visualizzazioni11 pagine
    The securitization of catastrophic insurance risk would allow investors to combine reinsurance-linked securities with the traditional asset classes, thereby pooling catastrophic risk with other economic exposures of the capital markets. Given the current pricing of reinsurance, we believe these reinsurance-linked securities would offer attractive risk/return opportunities to investors when included m diversified stock and bond portfolios.

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    Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class

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    The securitization of catastrophic insurance risk would allow investors to combine reinsurance-linked securities with the traditional asset classes, thereby pooling catastrophic risk with other economic exposures of the capital markets. Given the current pricing of reinsurance, we believe these reinsurance-linked securities would offer attractive risk/return opportunities to investors when included m diversified stock and bond portfolios.

    Copyright:

    © All Rights Reserved
    Scarica in formato PDF, TXT o leggi online su Scribd
    Segnala contenuti inappropriati
    64 visualizzazioni11 pagine

    Assessing Catastrophe Reinsurance-Linked Securities As A New Asset Class

    Caricato da

    John Tsantilas
    The securitization of catastrophic insurance risk would allow investors to combine reinsurance-linked securities with the traditional asset classes, thereby pooling catastrophic risk with other economic exposures of the capital markets. Given the current pricing of reinsurance, we believe these reinsurance-linked securities would offer attractive risk/return opportunities to investors when included m diversified stock and bond portfolios.

    Copyright:

    © All Rights Reserved
    Scarica in formato PDF, TXT o leggi online su Scribd
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    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.

    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

    76

    JPM-Special-Issue-1996.indd 76
    assessing catastrophe reinsurance-linked securities as a new asset class
    special issue 1996

    10/28/2015 6:14:01 AM
    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

    JPM-Special-Issue-1996.indd 77
    special issue 1996
    the journal of portfolio management
    77

    10/28/2015 6:14:02 AM
    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

    78

    JPM-Special-Issue-1996.indd 78
    assessing catastrophe reinsurance-linked securities as a new asset class
    special issue 1996

    10/28/2015 6:14:03 AM
    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

    JPM-Special-Issue-1996.indd 79
    special issue 1996
    the journal of portfolio management
    79

    10/28/2015 6:14:04 AM
    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

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    JPM-Special-Issue-1996.indd 80
    assessing catastrophe reinsurance-linked securities as a new asset class
    special issue 1996

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    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

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    special issue 1996
    the journal of portfolio management
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    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

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    JPM-Special-Issue-1996.indd 82
    assessing catastrophe reinsurance-linked securities as a new asset class
    special issue 1996

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    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

    JPM-Special-Issue-1996.indd 83
    special issue 1996
    the journal of portfolio management
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    10/28/2015 6:14:09 AM
    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

    84

    JPM-Special-Issue-1996.indd 84
    assessing catastrophe reinsurance-linked securities as a new asset class
    special issue 1996

    10/28/2015 6:14:10 AM
    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

    JPM-Special-Issue-1996.indd 85
    special issue 1996
    the journal of portfolio management
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    10/28/2015 6:14:11 AM
    The Journal of Portfolio Management 1996.23.5:76-86. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 06/28/16.
    It is illegal to make unauthorized copies of this article, forward to an unauthorized user or to post electronically without Publisher permission.

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