A quadratic hedging approach to comparison of catastrophe indices (Q2909516)
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scientific article; zbMATH DE number 6074290
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| English | A quadratic hedging approach to comparison of catastrophe indices |
scientific article; zbMATH DE number 6074290 |
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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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A quadratic hedging approach to comparison of catastrophe indices (English)
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0.8177698254585266
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0.8095839619636536
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0.796381413936615
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0.7910822033882141
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0.7910822033882141
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