Pages that link to "Item:Q974805"
From MaRDI portal
The following pages link to Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805):
Displaying 13 items.
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Exponential martingale method to pricing of property claim services option (Q2923847) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← 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)
- (Q5158536) (← links)
- Multivariate Lévy processes with dependent jump intensity (Q5245898) (← links)
- Pricing catastrophe insurance products based on actually reported claims (Q5942777) (← links)
- Blended insurance scheme: a synergistic conventional-index insurance mixture (Q6665590) (← links)