Catastrophe bonds

There is no standalone book on cat bonds by a recognised author: the subject is covered inside insurance-linked securities handbooks and World Bank policy work, and the rest is journal papers and congressional hearings.

4 books

Start here

  1. Investing in HurricanesAdam Alvarez, 2015
  2. Investing in Insurance RiskAlex Krutov, 2010
  3. The Handbook of Insurance-Linked SecuritiesPauline Barrieu, Luca Albertini, 2009

Books 4

Pauline Barrieu, Luca Albertini · 2009 · The closest thing to a cat bond reference; several chapters on structure and triggers.
Alex Krutov · 2010 · Covers cat bond pricing and the investor case for the asset.
J. David Cummins, Olivier Mahul · 2008 · World Bank study of sovereign catastrophe risk transfer.
Adam Alvarez · 2015 · Short practitioner introduction to the cat bond market.