Stirrings in secondary markets: Or does disaster deserve double duration analysis?

Morton N. Lane

Research output: Contribution to journalArticlepeer-review

Abstract

In the insurance-linked securities (ILS) market, where trends in underlying (reinsurance) prices are hard for outsiders to discern, secondary market prices could provide valuable investor information. So far, the market has provided little price information aside from new issue prices. The author provides his views on what behavior might be expected in a robust ILS secondary market, what information might be obtained, and how value changes might be measured and interpreted.

Original languageEnglish (US)
Pages (from-to)46-52
Number of pages7
JournalJournal of Risk Finance
Volume2
Issue number4
DOIs
StatePublished - Jan 1 2001
Externally publishedYes

ASJC Scopus subject areas

  • Finance

Fingerprint

Dive into the research topics of 'Stirrings in secondary markets: Or does disaster deserve double duration analysis?'. Together they form a unique fingerprint.

Cite this