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Papers and Other Publications

Click on the title to see the abstract. Click on the icon to download the entire paper. (You may need to install the free Acrobat Reader from Adobe).

Managing Catastrophic Risks Through Insurance and Mitigation
Howard Kunreuther, April 1997

Can Insurers Pay for the "Big One"? Measuring the Capacity of an Insurance Market to Respond to Catastrophic Losses
J. David Cummins, Neil A. Doherty and Anita Lo, June 1999

Financial Innovation in the Management of Catastrophe Risk
Neil A. Doherty, December 1997
This is the preprint version only. For the published version please see: "Innovations in Managing Catastrophe Risk."
Journal of Risk & Insurance. Vol. 64 (4). p 713-18. December 1997.

The Complementary Roles of Mitigation and Insurance in Managing Catastrophic Risks
Paul Kleindorfer and Howard Kunreuther, December 1997
This is the preprint version only. For the published version please see:
"The Complementary Roles of Mitigation and Insurance in Managing Catastrophic Risks."
Risk Analysis. Vol. 19. No. 4, pp. 727-738. 1999.

Pricing Excess-of-loss Reinsurance Contracts AgainstCatastrophic Loss
J. David Cummins, Christopher M. Lewis and Richard D. Phillips, January 1998

When "The Big One" Strikes: Risk Management in the Insurance Industry
Wharton Alumni Magazine, Summer 1998

Tail Estimation and Catastrophe Security Pricing: Can We Tell What Target We Hit if We Are Shooting in the Dark?
James F. Moore, March 1999

The Design of Private Reinsurance Contracts
Eslyn Jean Baptiste and Anthony M. Santomero, November 1998

The Impact of Uncertainty in Managing Seismic Risk: The Case of Earthquake Frequency and Structural Vulnerability
Patricia A. Grossi, Paul Kleindorfer and Howard Kunreuther, December 1998

Assessing the Benefits and Costs of Earthquake Mitigation
Patricia A. Grossi, June 1999

The Supply of Catastrophe Insurance Under Regulatory Constraints
Robert W. Klein and Paul R. Kleindorfer, June 1999

A Cat Bond Premium Puzzle
Vivek J. Bantwal and Howard C. Kunreuther, May 1999

Customizing Reinsurance and Cat Bonds for Natural Hazard Risks
David C. Croson and Howard C. Kunreuther, June 1999

Did Cat Bonds Take a Hit from the Hurricanes?
Article from Knowledge at Wharton, October 1999

The Basis Risk of Catastrophic-Loss Index Securities
J. David Cummins, David Lalonde and Richard D. Phillips, May 2000

 

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Updated February 29, 2000

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