Case | HBS Case Collection | 1998 (Revised from original 1997 version)
by Kenneth A. Froot and Markus Mullarkey
An insurance industry executive must evaluate the potential of a set of newly-offered catastrophe insurance derivatives. The background addresses the roles of traditional reinsurance and securitization efforts in providing risk transfer and risk financing in the "cat" insurance field. The benefits and difficulties involved in commoditizing a new asset class are explored as well.
Keywords: commodity market; derivatives; Insurance; Capital Markets; Natural Disasters; Risk Management; Financial Management; Financial Strategy; Performance Evaluation; Insurance Industry; Bermuda;
Citation:
Froot, Kenneth A., and Markus Mullarkey. "Mid Ocean Limited: Trading Catastrophe Index Options." Harvard Business School Case 298-073, March 1998. (Revised from original December 1997 version.)
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Teaching Note | HBS Case Collection | 2013 (Revised from original 2012 version)
Innovating into Active ETFs: Factor Funds Capital Management LLC (TN)
Lauren Cohen, Kenneth Froot and Timothy Gray
Supplement | HBS Case Collection | 2012 (Revised from original 2005 version)
UAL 2004: Pulling Out of Bankruptcy (CW)
Daniel Baird Bergstresser, Kenneth A. Froot and Darren Robert Smart
Keywords: bankruptcy; compensation; costs; loans; reorganization; Air Transportation; Insolvency and Bankruptcy; Restructuring; Financing and Loans; Compensation and Benefits; Air Transportation Industry; United States;
Case | HBS Case Collection | 2012 (Revised from original 2010 version)
Innovating into Active ETFs: Factor Funds Capital Management LLC
Kenneth A. Froot, Lauren Cohen and Scott Waggoner
Keywords: investment management; institutional investments; entrepreneurial finance; Financial Management; Investment Funds; Innovation Strategy; Financial Strategy; Capital Markets; Management Teams; Financial Services Industry; Boston;