System and method for managing derivative market insurance transactions

摘要

Risk characteristic information is received concerning a property that is to be insured by an insurance company. The risk characteristic indicates sensitivities of the property to commodity prices. Commodity futures information is also received. The commodity futures information indicates futures contract prices for at least one commodity. An insurance pricing model is stored. The insurance pricing model operates to base pricing of insurance policies at least in part on the commodity futures information. A premium quotation for insuring the property is generated based at least in part on the insurance pricing model and the commodity futures information.