Hedging strategies using catastrophe insurance options

DOI10.1016/S0167-6687(97)00029-2zbMath0911.62096MaRDI QIDQ1381466

Thomas J. O'Brien

Publication date: 10 May 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

hedginginsurance derivatives

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Evaluation of Portfolio of Financial and Insurance Instruments: Simulation of Uncertainty ⋮ Valuing catastrophe bonds involving correlation and CIR interest rate model ⋮ Market Price of Insurance Risk Implied by Catastrophe Derivatives

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