Pages that link to "Item:Q654831"
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The following pages link to Pricing catastrophe swaps: a contingent claims approach (Q654831):
Displayed 10 items.
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
- Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions (Q2212165) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- (Q5158536) (← links)
- The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes (Q5221546) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)