Pricing catastrophe swaps: a contingent claims approach (Q654831): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2011.08.003
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+W1994064197
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+Pricing of catastrophe insurance options written on a loss index with reestimation
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+PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE
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+Publication:654831