Catastrophe risk management with counterparty risk using alternative instruments (Q661243): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.04.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2028666503 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3314809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of structured risk management products / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fourier space time-stepping for option pricing with Lévy models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Catastrophe options with stochastic interest rates and compound Poisson losses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of compound renewal sums with discounted claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: The pricing of Asian options under stochastic interest rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin theory with compounding assets -- a survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: An equilibrium characterization of the term structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: The total claims distribution under inflationary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of commodity derivatives in a new multi-factor model / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 22:14, 4 July 2024

scientific article
Language Label Description Also known as
English
Catastrophe risk management with counterparty risk using alternative instruments
scientific article

    Statements

    Catastrophe risk management with counterparty risk using alternative instruments (English)
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    catastrophe risk
    0 references
    catastrophe reinsurance contracts
    0 references
    catastrophe-linked instruments
    0 references
    0 references