A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES (Q2909516): Difference between revisions

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Latest revision as of 14:32, 5 July 2024

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A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES
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    A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES (English)
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    30 August 2012
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    mean-variance hedging
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    doubly stochastic Poisson process
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    catastrophe insurance
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    design of derivatives
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