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Found 2 essays matching the above criteria.

1. 1. Catastrophe Bond : What are they and why invest in them?

   University essay from KTH/Fastigheter och byggande

   Author : Mathilda Ingelgård; [2016]
   Keywords : Catastrophe bonds; portfolio theory; correlation; asset classification; ILS; Katastrofobligationer; portföljteori; korrelation; tillgångsklassificering; försäkringsrisk;

   Abstract : For a little over twenty years, the niched asset class catastrophe bonds have existed. Despite of their now relatively long existence, they are still unknown to many and are usually only available for large, institutional investors, mainly within the insurance market, pension funds and hedge funds. READ MORE

3. 2. Analysis and Optimization of aPortfolio of Catastrophe Bonds

   University essay from KTH/Matematisk statistik

   Author : Fredrik Giertz Jonsson; [2014]
   Keywords : ;

   Abstract : This Master's Thesis in mathematical statistics has the two major purposes; (i) to model and measure the risk associated with a special type of reinsurance contract, the catastrophe bond, and (ii) to analyze and develop methods of portfolio optimization suitable for a portfolio of catastrophe bonds. Two pathways of modeling potential catastrophe bond losses are analyzed; one method directly modeling potential contract losses and one method modeling the underlying contract loss governing variables. READ MORE