Pages that link to "Item:Q1381450"
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The following pages link to Stochastic time changes in catastrophe option pricing (Q1381450):
Displaying 29 items.
- Hedging processes for catastrophe options (Q457624) (← links)
- Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk (Q495448) (← links)
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
- Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805) (← links)
- Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- Pricing catastrophe bonds with multistage stochastic programming (Q1789618) (← links)
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772) (← links)
- Pricing catastrophe options in discrete operational time (Q2518548) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- Valuing clustering in catastrophe derivatives (Q2879024) (← links)
- A quadratic hedging approach to comparison of catastrophe indices (Q2909516) (← links)
- Exponential martingale method to pricing of property claim services option (Q2923847) (← links)
- RANDOM TIME FORWARD-STARTING OPTIONS (Q2953302) (← links)
- Sensitivity Analysis of Catastrophe Bond Price Under the Hull–White Interest Rate Model (Q2960558) (← links)
- Pricing catastrophe options with stochastic interest rates and compound Poisson losses (Q2992243) (← links)
- (Q3501648) (← links)
- Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation (Q3535640) (← links)
- CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
- Changes of numéraire, changes of probability measure and option pricing (Q4842819) (← links)
- Market Price of Insurance Risk Implied by Catastrophe Derivatives (Q5022541) (← links)
- Dam rain and cumulative gain (Q5072615) (← links)
- (Q5158536) (← links)
- Ein Modell zur Bewertung von PCS-Optionen (Q5422730) (← links)
- PARTIAL EQUILIBRIUM AND MARKET COMPLETION (Q5462703) (← links)
- A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process (Q5881789) (← links)
- Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)