Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.02.001 / rank | |||
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| Property / OpenAlex ID: W2122954573 / rank | |||
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| Property / cites work: Q3773148 / rank | |||
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Latest revision as of 09:18, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing |
scientific article |
Statements
Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (English)
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1 August 2011
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ambiguity aversion
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catastrophe-linked securities
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Esscher transform
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robust control theory
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Gerber-Shiu penalty function
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