Insuring California earthquakes and the role for catastrophe bonds

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  • dc.contributor.author Penalva, José S.ca
  • dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
  • dc.date.accessioned 2017-07-26T12:07:59Z
  • dc.date.available 2017-07-26T12:07:59Z
  • dc.date.issued 2001-01-01
  • dc.date.modified 2017-07-23T02:05:57Z
  • dc.description.abstract The 1994 Northridge earthquake sent ripples to insurance conpanies everywhere. This was one in a series of natural disasters such as Hurricane Andrew which together with the problems in Lloyd's of London have insurance companies running for cover. This paper presents a calibration of the U.S. economy in a model with financial markets for insurance derivatives that suggests the U.S. economy can deal with the damage of natural catastrophe far better than one might think.
  • dc.format.mimetype application/pdfca
  • dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=527
  • dc.identifier.citation The Journal of Risk Finance, 3(4), 54-72, 2002
  • dc.identifier.uri http://hdl.handle.net/10230/440
  • dc.language.iso eng
  • dc.relation.ispartofseries Economics and Business Working Papers Series; 527
  • dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
  • dc.rights.accessRights info:eu-repo/semantics/openAccess
  • dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
  • dc.subject.keyword catastrophe bonds
  • dc.subject.keyword eartquake insurance
  • dc.subject.keyword calibration
  • dc.subject.keyword survival analysis
  • dc.subject.keyword Finance and Accounting
  • dc.title Insuring California earthquakes and the role for catastrophe bondsca
  • dc.type info:eu-repo/semantics/workingPaper