Valuation of structured risk management products
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Publication:868322
DOI10.1016/j.insmatheco.2003.12.006zbMath1136.91477MaRDI QIDQ868322
Joseph R. Fairchild, Hal W. Pedersen, S. H. jun. Cox
Publication date: 2 March 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.12.006
real options; securitization; financial risk management; reinsurance; retention; options pricing; alternative risk transfer; catastrophe risk bonds; finite risk reinsurance
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Cites Work