Learning about Risk: Some Lessons from Insurance

DOI10.1023/A:1009835429630zbMath0936.91035MaRDI QIDQ4264090

Hélyette Geman

Publication date: 25 May 2000

Published in: Review of Finance (Search for Journal in Brave)

zbMATH Keywords

extreme value theorydefaultable bondsvalue at riskcatastrophe bondsprobability of ruin

Mathematics Subject Classification ID

Related Items (3)

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