Peter Carayannopoulos

Wilfrid Laurier University - School of Business & Economics

Associate Professor

80-University Avenue west

Waterloo, Ontario N2L 3C5

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

265

CITATIONS

5

Scholarly Papers (4)

1.

Diversification Through Catastrophe Bonds: Lessons from the Subprime Financial Crisis

Carayannopoulos, Peter, and M. Fabricio Perez. "Diversification through Catastrophe Bonds: Lessons from the Subprime Financial Crisis." The Geneva Papers on Risk and Insurance-Issues and Practice 40.1 (2015): 1-28.
Number of pages: 50 Posted: 29 Jun 2014 Last Revised: 20 Jan 2015
Marcos Fabricio Perez and Peter Carayannopoulos
Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 151 (191,872)
Citation 4

Abstract:

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Catastrophe Bonds, Financial Crisis, GARCH, Diversification

2.

Pricing Dynamics in the Market for Catastrophe Bonds

Number of pages: 56 Posted: 29 Jan 2018 Last Revised: 19 Feb 2018
Peter Carayannopoulos, Olga Kanj and Marcos Fabricio Perez
Wilfrid Laurier University - School of Business & Economics, Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 77 (307,895)

Abstract:

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Cat Bonds, Insurance, Habit, Catastrophe

3.

The Impact of the 2003 Regulatory Reform in the Canadian Property/Casualty Insurance Industry on Insurers’ Surplus Levels

Journal of Insurance Issues, Forthcoming
Number of pages: 34 Posted: 07 Jun 2010 Last Revised: 07 Nov 2010
Peter Carayannopoulos, Mary Kelly and Si Li
Wilfrid Laurier University - School of Business & Economics, Wilfrid Laurier University - School of Business & Economics and Wilfrid Laurier University - School of Business & Economics
Downloads 37 (430,666)
Citation 1

Abstract:

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Solvency Regulation, Statutory Surplus, Property/Casualty Insurance

4.

Convertible Bond Prices and Inherent Biases

Journal of Fixed Income, Forthcoming
Posted: 17 Nov 2003
Peter Carayannopoulos and Madhu Kalimipalli
Wilfrid Laurier University - School of Business & Economics and Lazaridis School of Business and Economics, Wilfrid Laurier University

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