Chapter | The Financing of Catastrophe Risk | 1999

The Pricing of US Catastrophe Reinsurance

by K. Froot and P. O'Connell

Keywords: Financial Markets; Catastrophe Risk; corporate finance; cost of capital; Banking and Insurance; asset pricing; Hedging; banking; Insurance; Natural Disasters; Policy; Risk Management; Insurance Industry; United States;


Froot, K., and P. O'Connell. "The Pricing of US Catastrophe Reinsurance." In The Financing of Catastrophe Risk, edited by Kenneth A. Froot, 195–232. Chicago: University of Chicago Press, 1999. (Revised from NBER Working Paper No. 6043, May 1997, and HBS Working Paper No. 98-018, September 1997.)