Pages that link to "Item:Q659096"
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The following pages link to The valuation of contingent capital with catastrophe risks (Q659096):
Displaying 9 items.
- Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk (Q495448) (← links)
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- Managing risks from climate impacted hazards -- the value of investment flexibility under uncertainty (Q1744490) (← links)
- Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
- Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
- Feasibility of Long-Term Interest Balance among Stakeholders in the Natural Catastrophe Insurance Market (Q5165008) (← links)
- Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)
