Capital Markets, Catastrophe Risk, Corporate Finance, Imperfect Capital Markets, Portfolio Construction
On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance
Froot, K.A., and P. O’Connell. “On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.” Journal of Banking and Finance 32, no. 1 (2008): 69–85.