5Canter, M.S. and Cole, J.B., Insurance deriva-tires: A new asset class for the capital markets and a new hedging tool for the insurance industry. Journal Of Applied Corporate Finance, Vol.10, No.9,1997.
6Cummins, J.D. and Lalonde, D., The basis risk of index-linked catastrophic loss securities. Journal Of Financial Economics, Vol.71, No.4,2004.
7Cummins, J.D. and Weiss, of insurance and financial markets : tized risk transfer solutions. Journal ance, Vol.76, No.4,2009. M.A., Convergence Hybrid and securi- Of Risk And Insur-.
8Dieckmann, S., By force of nature : Explaining the yield spread on catastrophe bonds. Wharton School Working Paper, University Of Pennsylvania, Philadel- phia, PA, 2008.
9Froot, K.A., Risk management, capital budget- ing and capital structure policy for insurers and reinsur- ers. Journal Of Risk And Insurance, Vol.74, No.2,2007.
10GC Securities, The catastrophe bond market at year-end 2007: The market goes mainstream. New York : Guy Carpenter & Company, LLC, 2008.
