Pricing catastrophe insurance products based on actually reported claims (Q5942777): Difference between revisions

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Latest revision as of 22:12, 30 July 2024

scientific article; zbMATH DE number 1643634
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Pricing catastrophe insurance products based on actually reported claims
scientific article; zbMATH DE number 1643634

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    Pricing catastrophe insurance products based on actually reported claims (English)
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    10 October 2002
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    insurance futures
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    derivatives
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    claims-process
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    catastrophe insurance
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    mixed Poisson model
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    change of measure
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    expected utility
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    approximations
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