Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5717854
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing of catastrophe insurance options written on a loss index with reestimation |
scientific article; zbMATH DE number 5717854 |
Statements
Pricing of catastrophe insurance options written on a loss index with reestimation (English)
0 references
8 June 2010
0 references
catastrophe insurance options
0 references
loss index
0 references
Fourier transform
0 references
option pricing formulas
0 references
heavy tails
0 references
0.9155017733573914
0 references
0.8216742277145386
0 references
0.8216742277145386
0 references
0.8097116947174072
0 references
0.7894964218139648
0 references
