Examinando por Materia "RIESGOS (SEGUROS)"
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Ítem Aproximaciones de De Vylder a la distribución del momento de la ruina en el modelo de riesgo clásico bajo una estrategia de barrera de dividendos constante(Universidad EAFIT, 2015) Méndez Gamba, Johan Verney; Cruz Mora, Juan Jesús; Zuluaga Díaz, Francisco IvánÍtem Estudio de factibilidad para el seguro de crédito para los grandes clientes en Seguros Generales Suramericana S.A.(Universidad EAFIT, 2014) Mahecha Zúñiga, Daniel José; N/AÍtem Multifactor spread models for cat bonds in the primary and secondary market(Universidad EAFIT, 2014) Gómez Cardona, Laura; Cárcamo Cárcamo, UlisesAs a result of the reinsurance industry seeking for additional capital capacity in the financial markets, a new class of financial instruments for trading insurance related assets has emerged -- This class is known as Insurance Linked securities (ILS), being Cat bonds the most successful class of ILS so far, reaching an outstanding trading volume of US$7 billion just after 10 years since its public appearance -- Their success derives from its innovative structure, which is attractive to the sponsors as an alternative to reinsurance protection against catastrophic losses, and to the investors as a high yield asset, uncorrelated with other financial securities -- This research seeks to address the need for market players to fully understand the dynamics of Cat Bonds prices in the primary and secondary market, and, to provide a reliable valuation tool for making sound investment decisions -- We propose multifactor spread models in which several variables are included as determinants for the Cat Bond’s spread -- Our results are robust, and have a general applicability in both for the P&C and Life market