Indifference pricing of insurance-linked securities in a multi-period model

Business & Economics

• Insurance-Linked Securities 100%
• Indifference Pricing 90%
• Indifference Price 36%
• Catastrophe Risk 17%
• Time Consistency 16%
• Risk Process 15%
• Exponential Utility 15%
• Risk Transfer 14%
• Insurance Risk 14%
• Representative Agent 14%
• Coupons 13%
• Financial Instruments 12%
• Indifference 12%
• Insurer 11%
• Optimization Problem 10%
• Sensitivity Analysis 10%
• Bid 10%
• Capital Markets 9%
• Investing 9%
• Financial Markets 8%
• Payment 8%
• Pricing 7%

Mathematics

• Insurance 62%
• Model 19%
• Time Consistency 15%
• Exponential Utility 15%
• Catastrophe 12%
• Trade 12%
• Risk Process 12%
• Financial Markets 12%
• Sensitivity Analysis 10%
• Market 9%
• Optimization Problem 6%
• Framework 5%
• Zero 4%

Engineering & Materials Science

• Insurance 68%
• Financial markets 23%
• Costs 22%
• Weighing 11%
• Sensitivity analysis 8%