Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing |
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Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (English)
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1 August 2011
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ambiguity aversion
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catastrophe-linked securities
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Esscher transform
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robust control theory
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Gerber-Shiu penalty function
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