Super Cats as Alternative Investments: an Overview

6 Pages Posted: 10 Aug 2005

See all articles by Joseph Calandro, Jr.

Joseph Calandro, Jr.

Fordham University - Gabelli Center for Global Security Analysis

Date Written: March 30, 2007

Abstract

This paper provides an overview of the concept of super catastrophes, or Super Cats, as alternative investment opportunities. By way of the recent Pepsi Play For a Billion sweepstakes case we previously published a methodology for valuing Super Cats with a reasonable margin of safety. This overview summarizes that work.

Keywords: Alternative investment, valuation, risk transfer

JEL Classification: D46, G13, G31

Suggested Citation

Calandro, Jr., Joseph, Super Cats as Alternative Investments: an Overview (March 30, 2007). Available at SSRN: https://ssrn.com/abstract=771967 or http://dx.doi.org/10.2139/ssrn.771967

Joseph Calandro, Jr. (Contact Author)

Fordham University - Gabelli Center for Global Security Analysis ( email )

531 Hughes Hall
441 E. Fordham Rd
Bronx, NY 10458
United States

HOME PAGE: http://www.linkedin.com/in/josephcalandro/

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
598
Abstract Views
2,195
rank
46,710
PlumX Metrics