Catastrophe Risk Bonds

Article Properties
Cite
Cox, Samuel H., and Hal W. Pedersen. “Catastrophe Risk Bonds”. North American Actuarial Journal, vol. 4, no. 4, 2000, pp. 56-82, https://doi.org/10.1080/10920277.2000.10595938.
Cox, S. H., & Pedersen, H. W. (2000). Catastrophe Risk Bonds. North American Actuarial Journal, 4(4), 56-82. https://doi.org/10.1080/10920277.2000.10595938
Cox, Samuel H., and Hal W. Pedersen. “Catastrophe Risk Bonds”. North American Actuarial Journal 4, no. 4 (2000): 56-82. https://doi.org/10.1080/10920277.2000.10595938.
Cox SH, Pedersen HW. Catastrophe Risk Bonds. North American Actuarial Journal. 2000;4(4):56-82.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
10.2143/AST.29.1.504608 ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
1999
Insurance Futures and Hedging Insurance Price Risk Journal of Risk and Insurance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
24 1992
10.1016/0304-4068(91)90014-K Journal of Mathematical Economics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
1991
10.1016/0304-4068(91)90014-K 1997
10.1016/0304-4068(91)90014-K 1997
Citations
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  • Technology: Manufactures: Production management. Operations management
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  • Social Sciences: Economic theory. Demography: Economics as a science
2024
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach

ASTIN Bulletin
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  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
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  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
Earthquake Bond Pricing Model Involving the Inconstant Event Intensity and Maximum Strength

Mathematics
  • Science: Mathematics
  • Science: Mathematics
2024
Catastrophe bond pricing in the primary market: The issuer effect and pricing factors International Review of Financial Analysis
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2 2023
Storm CAT Bond: Modeling and Valuation North American Actuarial Journal
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1 2023
Citations Analysis
The category Social Sciences: Finance 28 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Fair Value of Liabilities: The Financial Economics Perspective and was published in 2002. The most recent citation comes from a 2024 study titled Securitization for common health. This article reached its peak citation in 2022, with 10 citations. It has been cited in 37 different journals, 8% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 14 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year