Utility indifference pricing of insurance catastrophe derivatives (Q1689030)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility indifference pricing of insurance catastrophe derivatives |
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Utility indifference pricing of insurance catastrophe derivatives (English)
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12 January 2018
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insurance mathematics
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catastrophe derivatives
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utility indifference pricing
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modeling catastrophe losses
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piecewise deterministic Markov process
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