extrememortalitybonds

Extreme Mortality Bond (EMB) is a special type of catastrophe bond designed to raise funds by insurance companies in the event of a natural disaster that ...

由 D Blake 著作 · 被引用 461 次 — They valued the bond using extreme value theory, assuming a generalised Pareto distribution for mortality. Recognising that the terms of the bond are equivalent ...

According to Artemis' sources, Swiss Re now looks likely to make just under $151 million in reinsurance recoveries from its mortality catastrophe bonds, ...

According to Artemis' sources, Swiss Re now looks likely to make just under $151 million in reinsurance recoveries from its mortality catastrophe bonds, ...

Insurers securitize their issued policies in the form of bonds called extreme mortality bonds to mitigate the risk during extreme mortality events. ... An act of ...

An extreme mortality bond (EMB) is a high-yield debt instrument that insurers issue to establish a financial reserve to fund claims from catastrophic events ...

由 H Li 著作 · 2023 · 被引用 7 次 — In this paper, through pricing mortality catastrophe (CAT) bonds, we aim to enrich our understanding of extreme mortality risk in the wake of ...

2014年10月20日 — An extreme mortality bond, which pays investors if a pandemic, a major terrorist attack or even a war causes more deaths than statisticians ...

The purpose of this type of transaction is to transfer extreme risk into the capital markets as a risk miti- gation tool. Catastrophe bonds such as earthquake.