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金融与统计论坛(第215期)
十博体育官网:管理员 创建于:2018-12-13 点击数:

              

 

      The Feasibility of Hedging Natural Risks via Asset, Liability and Equity Risk      Management

 主讲人:吴仰哲   教授

             逢甲大学财务金融系教授

主持人:张宁副教授

       十博体育官网副教授、博导

       十博体育官网保险系主任   

  间:20181217日上午1000—1130

  点:十博体育官网最新网站财院校区水教302

 

Abstract:

This study analyzes the feasibility of that insurers hedge natural risks via asset (catastrophe derivatives), liability (catastrophe bonds) and equity (catastrophe equity puts) risk management.

The winter storms in North America and Europe are taken for example because the disaster is responsible for the majority of the insured natural losses. The analysis results of the various financial performances show that our suggested hedging strategies are effective based on the long-term positive profit and the improvement in the insolvency ratios. The conclusions provide the insurers with less volatile premiums and more diversified portfolios under catastrophe risk management.

 

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