LEADER 04142nam 2200769Ia 450 001 9910816271603321 005 20200520144314.0 010 $a9786612483189 010 $a9780470685082 010 $a0470685085 010 $a9781119206545 010 $a1119206545 010 $a9781282483187 010 $a1282483188 010 $a9780470748688 010 $a0470748680 035 $a(CKB)2550000000006567 035 $a(EBL)480435 035 $a(SSID)ssj0000360921 035 $a(PQKBManifestationID)11261508 035 $a(PQKBTitleCode)TC0000360921 035 $a(PQKBWorkID)10348585 035 $a(PQKB)10871132 035 $a(Au-PeEL)EBL480435 035 $a(CaPaEBR)ebr10361304 035 $a(CaONFJC)MIL248318 035 $a(MiAaPQ)EBC480435 035 $a(OCoLC)643805170 035 $a(Perlego)1008802 035 $a(EXLCZ)992550000000006567 100 $a20090518d2009 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 04$aThe handbook of insurance-linked securities /$fedited by Pauline Barrieu and Luca Albertini 205 $a1st ed. 210 $aHoboken, NJ $cWiley$d2009 215 $a1 online resource (400 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 08$a9780470743836 311 08$a0470743832 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 $aSecurities 615 0$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$01700379 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910816271603321 996 $aThe handbook of insurance-linked securities$94083335 997 $aUNINA