A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES (Q2909516)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES |
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A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES (English)
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30 August 2012
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mean-variance hedging
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doubly stochastic Poisson process
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catastrophe insurance
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design of derivatives
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