Pages that link to "Item:Q3569718"
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The following pages link to Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds (Q3569718):
Displaying 5 items.
- A characterization of martingale-equivalent mixed compound Poisson processes (Q2240832) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772) (← links)
- MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)
- (Q5881789) (← links)
