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181   $ctxt
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200 04$aThe handbook of insurance-linked securities$b[electronic resource] /$fedited by Pauline Barrieu and Luca Albertini
210   $aHoboken, NJ $cWiley$d2009
215   $a1 online resource (400 p.)
225 1 $aWiley finance series
300   $aDescription based upon print version of record.
311   $a0-470-74383-2 
320   $aIncludes bibliographical references and indexes.
327   $aThe Handbook of Insurance-Linked Securities; Contents; About the Contributors; Acknowledgements; 1 Introduction; PART I NON-LIFE SECURITISATION; 2 Non-life Insurance Securitisation: Market Overview, Background and Evolution; 3 Cedants' Perspectives on Non-life Securitization; 4 Choice of Triggers; 5 Basis Risk from the Cedant's Perspective; 6 Rating Methodology; 7 Risk Modelling and the Role and Benefits of Cat Indices; 8 Legal Issues; 9 The Investor Perspective (Non-Life); 10 ILS Portfolio Monitoring Systems; 11 The Evolution and Future of Reinsurance Sidecars
327   $a12 Case Study: A Cat Bond Transaction by SCOR (Atlas)13 Case Study: Swiss Re's New Natural Catastrophe Protection Program (Vega); PART II LIFE SECURITISATION; 14 General Features of Life Insurance-Linked Securitisation; 15 Cedants' Perspectives on Life Securitisation; 16 Rating Methodology; 17 Life Securitisation: Risk Modelling; 18 Life Insurance Securitisation: Legal Issues; 19 The Investor Perspective (Life); 20 Longevity Securitisation: Specific Challenges and Transactions; 21 Longevity Risk Transfer: Indices and Capital Market Solutions
327   $a22 Case Study: A Cat Mortality Bond by AXA (OSIRIS)23 Case Study: Some Embedded Value and XXX Securitisations; PART III TAX AND REGULATORY CONSIDERATIONS; 24 The UK Taxation Treatment of Insurance-Linked Securities; 25 The US Federal Income Taxation Treatment of Insurance-Linked Securities; 26 Regulatory Issues and Solvency Capital Requirements; Index
330   $a""Luca Albertini and Pauline Barrieu are to be congratulated on this volume. Written in a period where structured projects in finance are having a difficult time, it is worthwhile to return to the cradle of securitisation: insurance. Spread out over three parts (life, non- life, and tax and regulatory issues) the 26 chapters, written mainly by practitioners, give an excellent overview of this challenging field of modern insurance. Methodology and examples nicely go hand in hand. The overall slant being towards actual analyses of concrete products. No doubt this book will become a milestone
410  0$aWiley finance series.
606   $aRisk (Insurance)
606   $aSecurities
610  0$aInsurance stocks
615  0$aRisk (Insurance)
615  0$aSecurities.
676   $a332.63/2
676   $a332.632
686   $aQQ 640$2rvk
686   $aQK 660$2rvk
701   $aAlbertini$b Luca$01700378
701   $aBarrieu$b Pauline$01700379
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801  1$bMiAaPQ
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906   $aBOOK
912   $a9910816271603321
996   $aThe handbook of insurance-linked securities$94083335
997   $aUNINA