1999 Discussion Papers on Securitization of Risk
Table of Contents
Index Hedge Performance: Bootstrap Study of Hurricane Fran
Xin Cao and Bruce Thomas
Actuarial and Economic Aspects of Securitization of Risk
Samuel H. Cox, Ph.D., FSA, Joseph R. Fairchild, MBA, and Hal W. Pedersen, Ph.D., ASA
Pricing Catastrophe Risk: Could CAT Futures Have Coped with Andrew?
Stephen P. D'Arcy, FCAS, MAAA, Virginia Grace France, and Richard W. Gorvett, FCAS, MAAA
Eliminating Mortgage Insurance through Risk-Adjusted Interest Rates (The Securitization of Mortgage Default Risk)
Bruce D. Fell, FCAS, MAAA, and William S. Ober
Insurance Securitization: The Development of a New Asset Class
Richard W. Gorvett, FCAS, MAAA, ARM, Ph.D.
Catastrophe Risk Securitization: Insurer and Investor Perspectives
Glenn G. Meyers, FCAS, MAAA and
John J. Kollar, FCAS, MAAA
Uncertainty in Hurricane Risk Modeling and Implications for Securitization
David Miller, Ph.D.
Property/Liability Insurance Risk Management and Securitization
Trent R. Vaughn, FCAS, MAAA
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