Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:36, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophe options with stochastic interest rates and compound Poisson losses |
scientific article |
Statements
Catastrophe options with stochastic interest rates and compound Poisson losses (English)
0 references
14 August 2006
0 references
catastrophe derivatives
0 references
reinsurance
0 references
compound Poisson process
0 references
stochastic interest rates
0 references
