@article{9280ecbf15544ca2a6d41ac25581efa2,
title = "Currency options as theoretical and practical instrument in hedging the exchange risk in excess of loss reinsurance",
abstract = "The paper demonstrates that a ceding company can fully hedge itself against adverse movements of the exchange rate in the case of excess of loss foreign reinsurance by using the currency option markets.",
keywords = "Currency options, Excess of loss, Exchange rate, Hedge option pricing, Reinsurance, Risk",
author = "Rafael Eldor and Yehuda Kahane",
note = "Funding Information: * The paper has benefitted from comments made by an anony- mous referee. This research was supported by funds granted to the Foerder Institute for Economic Research by the Nur Moshe Fund.",
year = "1985",
month = apr,
doi = "10.1016/0167-6687(85)90009-5",
language = "אנגלית",
volume = "4",
pages = "137--141",
journal = "Insurance: Mathematics and Economics",
issn = "0167-6687",
publisher = "Elsevier B.V.",
number = "2",
}