Sökning: "catastrophe aversion"

Hittade 2 uppsatser innehållade orden catastrophe aversion.

1. 1. CATASTROPHE BONDS - An investment analysis of their performance and diversification benefits

   Kandidat-uppsats,

   Författare :Viktor Karlsson; Emelie Karnebäck; [2017-07-03]
   Nyckelord :;

   Sammanfattning : This thesis employs total return indices to investigate if catastrophe bonds are zero-beta assets and how they have performed compared to other assets. We conduct time series regressions and conclude that catastrophe bond returns are correlated with both the return of the equity- and the high yield corporate bond market during the subprime financial crisis, but find no significant correlation after the crisis. LÄS MER

3. 2. Ett ramverk för att värdera samhällsnyttan av säkerhet i vägtunnlar

   Master-uppsats, Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

   Författare :Oskar Jansson; [2015]
   Nyckelord :Keywords Risk; Risk management; risk aversion; catastrophe aversion; public benefit. Sökord Risk; Riskhantering; riskaversion; katastrofer; katastrofaversion; samhällsnytta.; Technology and Engineering;

   Sammanfattning : This report describes a framework for evaluating social benefit of safety in road tunnels and above all in terms of describing society's aversion to disasters in socio-economic terms. The framework presents a method for quantifying the benefit sacrifice as rational decision-makers are prepared to do to prevent disasters... LÄS MER