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Sean Stephens
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catastrophe bonds
non-peak perils
collateralized reinsurance
tail risk
diversification
cat bond
peak perils
catastrophe risk
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Optimal Diversification of Catastrophe Bond and Collateralized Reinsurance Portfolios Under Issuance Constraints
9 years ago
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Tags
catastrophe bonds
non-peak perils
collateralized reinsurance
tail risk
diversification
cat bond
peak perils
catastrophe risk
See more
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