Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048): Difference between revisions

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+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
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+Valuation of structured risk management products
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+Catastrophe options with stochastic interest rates and compound Poisson losses
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+The valuation of contingent capital with catastrophe risks
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing vulnerable options with stochastic volatility
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+Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps
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+Valuation of catastrophe reinsurance with catastrophe bonds
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+Pricing catastrophe swaps: a contingent claims approach
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+Q2794915
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+Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida
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+Q4124106
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