Valuation of catastrophe reinsurance with catastrophe bonds (Q2384452)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of catastrophe reinsurance with catastrophe bonds |
scientific article |
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Valuation of catastrophe reinsurance with catastrophe bonds (English)
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21 September 2007
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Reinsurance
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catastrophe risk
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catastrophe bonds
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default risk
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basis risk
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contingent-claim analysis
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