Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827): Difference between revisions
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Latest revision as of 19:08, 24 June 2024
scientific article
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English | Catastrophe options with stochastic interest rates and compound Poisson losses |
scientific article |
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Catastrophe options with stochastic interest rates and compound Poisson losses (English)
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14 August 2006
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catastrophe derivatives
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reinsurance
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compound Poisson process
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stochastic interest rates
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