Pricing of reinsurance contracts in the presence of...

Enlace persistente
MARCXML Dublin Core RDF MODS Cita bibliográfica BibTeX SWAP METS
 

Imagen del registro

Artículos Artículos Pricing of reinsurance contracts in the presence of catastrophe bonds - Haslip, Gareth G.

Colección: Artículos

Título: Pricing of reinsurance contracts in the presence of catastrophe bonds / Gareth G. Haslip, Vladimir K. Kaishev

Notas: Sumario: A methodology for pricing of reinsurance contracts in the presence of a catastrophe bond is developed. An important advantage of this approach is that it allows for the pricing of reinsurance contracts consistent with the observed market prices of catastrophe bonds on the same underlying risk process.

Otras clasificaciones: 6

Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/

Ver detalle del número Ver detalle del número