BASIS RISK IN INSURANCE

Feb 27, 14
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  • www.risk.net/energy-risk/glossary/2038565/basis-risk‎CachedSimilarBasis risk is the risk that the value of a futures contract (or an over-the-counter . .
  • www.ivw.unisg.ch/~/media/Internet/Content/Dateien/. /WP43.ashx‎CachedSimilarWORKING PAPERS ON RISK MANAGEMENT AND INSURANCE NO. .
  • www.oerafrica.org/. /weather-index-insurance-and-pricing-spatial-basis-risk‎CachedThere have been some rigorous attempts to provide meaningful methods to
  • www.partnerre.com/App_Assets/Public/d3aa0b47-b345. /ils.pdf‎CachedSimilarInsurance-linked securities are instruments by which insurance risk is transferred
  • www.insuranceinsider.com/majors-reinsurers-should-only-retain-basis-risk‎CachedMajors: reinsurers should only retain basis risk. 21 October 2013. Nephila Capital
  • www.insiderquarterly.com/pay-now-argue-later‎CachedSimilarMarsh CEO and Insurance Institute of London (IIL) president Martin South argued
  • www.plosone.org/. /info%3Adoi%2F10.1371%2Fjournal.pone.0051412‎CachedSimilarDec 11, 2012 . Spatial basis risk, which is borne by the insured, is a problem, especially in
  • www.answers.com/topic/basis-risk-1‎CachedSimilarBasis Risk In Asset-Liability Management the risk that changes in interest rates
  • papers.ssrn.com/sol3/papers.cfm?abstract_id=963020‎SimilarFeb 14, 2007 . This mismatch essentially represents insurance basis risk, the analysis of which
  • blogs.csae.ox.ac.uk/. /what-have-we-learned-from-all-the-agricultural- microinsurance-pilots/‎CachedSimilarNov 16, 2012 . Many of these were weather indexed insurance pilots, where the claim . For
  • works.bepress.com/dana_kerr/5/Dana Kerr. University of Southern Maine. Accounting and Finance Department
  • www.slideshare.net/. /sarah-conradt-reducing-meteorological-basis-risk-in-a- semiarid-agricultural-region‎CachedSimilarApr 12, 2013 . Summary & Discussion Index-based insurance for extreme events Basis risk
  • ideas.repec.org/a/eme/jrfpps/v14y2013i1p20-34.html‎CachedSimilarOriginality/value – Spatial basis risk is a fundamental problem of index insurance
  • www.aria.org/meetings/. /4B-Basis%20Risk%20Procyclicality.pdf‎CachedSimilarwhich shall reduce procyclicality and thus systemic risk in the insurance industry.
  • With the prevalence of index-based triggers in insurance-linked securities (ILS) .
  • Mahul (2002) shows that, when the insurance premium depends only on the
  • mpra.ub.uni-muenchen.de/35743/‎CachedSimilarFeb 11, 2013 . Basis risk is an important consideration when hedging longevity risk with . In
  • risk exposures. Using objectively determined triggers can normally circumvent
  • www.irmi.com/online/insurance-glossary/terms/b/basis-risk.aspx‎CachedSimilarbasis risk - The difference between an index and a specific portfolio of losses (
  • www.microinsurancenetwork.org/lexicon-overview.php?num. ‎CachedSimilarBasis risk. For index-based insurance, it is the risk that some affected insureds
  • www.towerswatson.com/. /longevity-strides-raise-basis-risk-questions‎CachedSpecializes in life insurance risk consulting and software. . Just as basis risk can
  • ianrpubs.unl.edu/live/ec835/build/ec835.pdf‎Similarers using LRP insurance to hedge sales prices are also exposed to a type of
  • www.scor.com/. /2013_sg_parallel10_huynhbrownebruhn_paper.pdf‎Cachedsize. Keywords. Life insurance; mortality risk management; insurance
  • ageconsearch.umn.edu/. /Norton%20Osgood%20Turvey. Weather%20Index%20Insurance%20and%20the%20Pricing%20of. ‎CachedSimilarquantify risk for weather index insurance in a spatial dimension. Part of the .
  • marcfbellemare.com/. /managing-basis-risk-with-multiscale-index-insurance/‎CachedSimilarMay 20, 2013 . In practice, the level of correlation may be modest, exposing insured farmers to
  • Index insurance products have also several limitations or challenges, with an
  • www.jstor.org/stable/253877‎Similarthe 1997 American Risk and Insurance Association Meetings. . . basis risk by
  • www.emeraldinsight.com/journals.htm?articleid=17068445‎SimilarDocument Information: Title: Quantifying spatial basis risk for weather index
  • www.agmanager.info/about/. /Ag_Lenders_2011_Taylor.pdf‎CachedSimilarOct 13, 2011 . Managing Risk. • Risk preferences vary across people. • How do growers limit
  • www.swissre.com/reinsurance/. /Insurance_linked_securities_under_ Solvency_II.html‎CachedSimilara means of ceding insurance-related risks to the capital markets. . When an
  • www.financialaccess.org/. /informal-insurance-basis-risk-and-demand- microinsurance‎CachedSimilarJul 17, 2013 . The literature on microinsurance is growing. A series of studies have been
  • www.ambest.com/ratings/methodology/catbonds-methodology.pdf‎SimilarJun 9, 2011 . The insurance industry increasingly is employing catastrophe bonds . demnity
  • www.jstor.org/stable/1558637‎SimilarThis article addresses the trade-off between moral hazard and basis risk. A .
  • dyson.cornell.edu/. / Jensen%20Basis%20Risk%20and%20Demand%20for%20IBLI_V2. .‎CachedAug 29, 2013 . designed to minimize basis risk. “Given the central role played by basis risk in
  • www.imf.nctu.edu.tw/files/writing_journal/30/162_6a5f3bf6.pdfresults show that both moral hazard and basis risk drive down the bond prices
  • www.fbv.kit.edu/symposium/9th/papers/Ric.pdf‎CachedSimilarhow the trade off between default respectively credit risk and basis risk affects
  • www.ferdi.fr/. /2011_05_30_ABCDE_deJanvry_ providing%20index%20based%20agricultural.pdf‎Cachedinsurance need to be weighed carefully against the alternative risk reduction and
  • www.actuaries.org.uk/. /call-research-project-develop-method-assessing- basis-risk-longevity‎CachedSimilarFeb 28, 2013 . The project is to develop a methodology to quantify the basis risk that . including
  • www.investopedia.com/terms/b/basisrisk.asp‎CachedSimilarThe risk that offsetting investments in a hedging strategy will not experience price
  • ageconsearch.umn.edu/bitstream/21249/1/sp06pa03.pdf‎CachedSimilarwould like to minimize the basis risk involved with the use of weather data
  • onlinelibrary.wiley.com/doi/10.1111/agec.12025/abstract‎SimilarMay 16, 2013 . Managing basis risk with multiscale index insurance. Ghada Elabed1,; Marc F.
  • www.climate-insurance.org/upload/Climate_Society_white_paper.pdf‎CachedSimilarderivatives, and bundled products such as insured credit. Indexes . . Basis risk is
  • www.gdn.int/admin/uploads/editor/. /BoucherDelpierre_paper.pdf‎CachedSimilarstill out on index insurance as significant challenges —including high basis risk,
  • www.casact.org/pubs/forum/03spforum/03spf245.pdf‎CachedSimilarrecognized as effective hedging tools for insurance and reinsurance portfolios. .
  • www.huebnergeneva.org/documents/courbage.pdf‎CachedSimilarbetween health-care demands and basis risk in the long-term care insurance
  • agecon.ucdavis.edu/people/faculty/. /ElabedCarterJan2013.pdf‎CachedSimilarwith minimal basis risk under compound-risk aversion. This would not only
  • www.air-worldwide.com/. /Minimizing-Basis-Risk-Using-the-Verisk- Catastrophe-Index-—-A-Case-Study‎CachedNov 26, 2012 . Positive Basis Risk: In this scenario, the state-adjusted (or county-adjusted)
  • financial-dictionary.thefreedictionary.com/Basis+Risk‎CachedSimilarDefinition of Basis Risk in the Financial Dictionary - by Free online English .
  • www.soa.org/files/pd/2012-chicago-ebig-zhang.pdf‎CachedSimilarEquity-Based Insurance Guarantees Conference. November 12-13, 2012.
  • www.agriskmanagementforum.org/. /agriskmanagementforum. / Basis%20Risk.pdf‎CachedSimilarUnderstanding & mitigating basis risk. ▫In index insurance BASIS is defined as. “

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