Pricing catastrophe insurance products based on actually reported claims (Q5942777)
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scientific article; zbMATH DE number 1643634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing catastrophe insurance products based on actually reported claims |
scientific article; zbMATH DE number 1643634 |
Statements
Pricing catastrophe insurance products based on actually reported claims (English)
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10 October 2002
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insurance futures
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derivatives
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claims-process
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catastrophe insurance
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mixed Poisson model
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change of measure
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expected utility
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approximations
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