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Hedging strategies using catastrophe insurance options

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hedging strategies using catastrophe insurance options

Please note that Internet Explorer version 8. Please refer strategies this options post strategies more information. For several years there has been discussion in the insurance industry of using need for additional capital sources to participate in insuring the financial risk posed by natural catastrophes. A number of methods for accessing options capital markets have been introduced and some insurers are using these to hedge exposure to using loss. We will summarize some of the discussion and describe some of the methods proposed. We will then focus on one of these methods, the use of catastrophe insurance options. We will give the results of simulations which may serve as a guide to insurers interested in using these options as part of their risk management strategy and also as an indication to investors of the value of insurance instruments as a new hedging of an investment portfolio. Journals Books Register Sign in Sign in using your ScienceDirect insurance Username. Forgotten username or password? Sign in via catastrophe institution OpenAthens Other institution Recent Institutions. Sign catastrophe using your ScienceDirect credentials Username. JavaScript is disabled on your browser. Please enable JavaScript to use all the features on this page. Mathematics hedging Economics Volume 21, Options 215 NovemberPages Hedging strategies using catastrophe insurance options. Author links open the author workspace. Department of Mathematics and Statistics Bowling Green State University, Bowling Green, OHUSA. Abstract For several years there has been discussion in strategies insurance industry of the need for additional capital sources to participate in insuring the financial risk posed by natural catastrophes. Check if you have access through your login credentials using your institution. Elsevier About ScienceDirect Remote access Shopping cart Contact and support Hedging and catastrophe Privacy policy. Cookies are used by this site. For more information, visit the cookies page.

How to Execute 4 Strategies for Hedging Grain Using Futures and Options

How to Execute 4 Strategies for Hedging Grain Using Futures and Options

5 thoughts on “Hedging strategies using catastrophe insurance options”

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