Authors can be contacted via e-mail: email@example.com and Henri.Louberge@unige.ch, respectively. Both authors would like to thank Laurent Veilex for his help on the numerical aspects of this work and Nadine Bellamy for careful reading of previous versions of this work. Rajna Gibson, Michel Habib, Erwann Michel-Kerjean, Marek Musiela, and Ragnar Norberg are also thanked for their valuable comments and suggestions, which have contributed to significatively improve the article. Financial support by the Swiss National Centre of Competence in Research “Financial Valuation and Risk Management” (NCCR FINRISK) is gratefully acknowledged. This research is part of the project on “Non-standard Sources of Risk in Finance” of the NCCR FINRISK.
Hybrid Cat Bonds
Version of Record online: 23 JUN 2009
© The Journal of Risk and Insurance, 2009
Journal of Risk and Insurance
Volume 76, Issue 3, pages 547–578, September 2009
How to Cite
Barrieu, P. and Loubergé, H. (2009), Hybrid Cat Bonds. Journal of Risk and Insurance, 76: 547–578. doi: 10.1111/j.1539-6975.2009.01312.x
- Issue online: 19 AUG 2009
- Version of Record online: 23 JUN 2009
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