Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827): Difference between revisions

@@ Property / cites work @@
+Catastrophe Risk Bonds
@@ Property / cites work: Catastrophe Risk Bonds / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of structured risk management products
@@ Property / cites work: Valuation of structured risk management products / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
+Normal rank
@@ Property / cites work @@
+Extreme Value Theory as a Risk Management Tool
@@ Property / cites work: Extreme Value Theory as a Risk Management Tool / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank