Pages that link to "Item:Q654831"

The following pages link to Pricing catastrophe swaps: a contingent claims approach (Q654831):

Displaying 12 items.

• Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
• Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
• Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
• Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions (Q2212165) (← links)
• Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
• Catastrophe equity put options with target variance (Q2374098) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
• (Q5158536) (← links)
• The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes (Q5221546) (← links)
• CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
• Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)