Pages that link to "Item:Q1918909"
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The following pages link to A rational approach to pricing of catastrophe insurance (Q1918909):
Displaying 12 items.
- Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test (Q1681081) (← links)
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- Poverty traps and disaster insurance in a bi-level decision framework (Q2058254) (← links)
- Livestock mortality catastrophe insurance using fatal shock process (Q2292180) (← links)
- (Q2991524) (← links)
- (Q4471210) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- Pricing Flood Insurance with a Hierarchical Physics-Based Model (Q5139816) (← links)
- The Financial Modeling of Property-Casualty Insurance Companies (Q5718377) (← links)
- Pricing catastrophe insurance products based on actually reported claims (Q5942777) (← links)
- Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues (Q6173895) (← links)