Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257)
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scientific article; zbMATH DE number 5934667
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| English | Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing |
scientific article; zbMATH DE number 5934667 |
Statements
Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (English)
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1 August 2011
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ambiguity aversion
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catastrophe-linked securities
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Esscher transform
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robust control theory
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Gerber-Shiu penalty function
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0.8479867577552795
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0.7590128183364868
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0.7557889819145203
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0.743726909160614
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