Utility indifference pricing of insurance catastrophe derivatives (Q1689030): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3103104906 / rank | |||
Normal rank | |||
Revision as of 00:43, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility indifference pricing of insurance catastrophe derivatives |
scientific article |
Statements
Utility indifference pricing of insurance catastrophe derivatives (English)
0 references
12 January 2018
0 references
insurance mathematics
0 references
catastrophe derivatives
0 references
utility indifference pricing
0 references
modeling catastrophe losses
0 references
piecewise deterministic Markov process
0 references
