The Pension Challenge: Risk Transfers and Retirement Income Security

By Olivia S. Mitchell; Kent Smetters | Go to book overview
Save to active project


Aase, Knut K. 2001. “A Markov Model for the Pricing of Catastrophe Insurance Futures and Spreads.” The Journal of Risk and Insurance 68(1): 25-49.

Benz, Matthew. 2001. “Bowie Bonds: One-off or a Sound Vision for the Future.” BillBoard Magazine June 20.

Blake, David and Williams Burrows. 2001. “Survivor Bonds: Helping to Hedge Mortality Risk.” The Journal of Risk and Insurance 68(2): 339-348.

Bowers, William C. 2002. “Aircraft Lease Securitization: ALPS to EETCs.” .

Cantor, Michael S., Joseph B. Cole, and Richard L. Sandor. 1996. “Insurance Derivatives: A New Asset Class for the Capital Markets and a New Hedging Tool for the Insurance Industry.” The Journal of Derivatives Winter: 89-104.

Cummins, J. David, David Lalonde, and Richard D. Phillips. 2002a. “Managing Risk Using Index-Linked Catastrophic Loss Securities.” In Alternative Risk Strategies, ed. Morton Lane. London: Risk Books.

—— —— —— 2002b. “The Basis Risk of Index-Linked Catastrophic Loss Securities.” Working Paper. Philadelphia: Wharton Financial Institutions Center.

—— Christopher M. Lewis and Richard D. Phillips. 1998. “The Pricing of Excess-of-Loss Reinsurance Contracts Against Catastrophic Loss.” In The Financing of Property/Casualty Risk, ed. Kenneth Froot. National Bureau of Economic Research, University of Chicago Press, pp. 93-148.

Das, Satyajit. 1998. Credit Derivatives: Trading and Management of Credit and Default Risk. New York: John Wiley & Son.

Doherty, Neil A. 1997. “Financial Innovation in the Management of Catastrophe Risk.” Journal of Applied Corporate Finance 10: 84-95.

Dong, Weimin, Haresh Shah, and Felix Wong. 1996. “A Rational Approach to Pricing Catastrophe Insurance.” Journal of Risk and Uncertainty 12: 201-219.

Fink, Laurence D. 1998. “The Role of Pension Funds and Other Investors in Securitized Debt Markets.” In A Primer on Securitization, eds. Leon T. Kendall and Michael J. Fishman. MIT Press, pp. 117-127.

Hu, Joseph, Patrick Coyne, and Jay Elengical. 2002. “Commentary: Rating Transitions 2001: U.S. ABS Credit Ratings Endure the Test of Recession.” Standard & Poor's. .

Kao, Duen-Li. 2000. “Estimating and Pricing Credit Risk: An Overview.” Financial Analysts Journal July/August: 50-66.


Notes for this page

Add a new note
If you are trying to select text to create highlights or citations, remember that you must now click or tap on the first word, and then click or tap on the last word.
Loading One moment ...
Project items
Cite this page

Cited page

Citations are available only to our active members.
Sign up now to cite pages or passages in MLA, APA and Chicago citation styles.

Cited page

Bookmark this page
The Pension Challenge: Risk Transfers and Retirement Income Security


Text size Smaller Larger
Search within

Search within this book

Look up

Look up a word

  • Dictionary
  • Thesaurus
Please submit a word or phrase above.
Print this page

Print this page

Why can't I print more than one page at a time?

While we understand printed pages are helpful to our users, this limitation is necessary to help protect our publishers' copyrighted material and prevent its unlawful distribution. We are sorry for any inconvenience.
Full screen
/ 338

matching results for page

Cited passage

Citations are available only to our active members.
Sign up now to cite pages or passages in MLA, APA and Chicago citation styles.

Cited passage

Welcome to the new Questia Reader

The Questia Reader has been updated to provide you with an even better online reading experience.  It is now 100% Responsive, which means you can read our books and articles on any sized device you wish.  All of your favorite tools like notes, highlights, and citations are still here, but the way you select text has been updated to be easier to use, especially on touchscreen devices.  Here's how:

1. Click or tap the first word you want to select.
2. Click or tap the last word you want to select.

OK, got it!

Thanks for trying Questia!

Please continue trying out our research tools, but please note, full functionality is available only to our active members.

Your work will be lost once you leave this Web page.

For full access in an ad-free environment, sign up now for a FREE, 1-day trial.

Already a member? Log in now.

Are you sure you want to delete this highlight?