Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk
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Publication:495448
DOI10.1016/j.insmatheco.2015.04.007zbMath1348.91190OpenAlexW312075224MaRDI QIDQ495448
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.04.007
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Cites Work
- Equalization reserves for natural catastrophes and shareholder value: a simulation study
- The valuation of contingent capital with catastrophe risks
- Catastrophe risk management with counterparty risk using alternative instruments
- Stochastic time changes in catastrophe option pricing
- Catastrophe options with stochastic interest rates and compound Poisson losses
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