Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophe options with stochastic interest rates and compound Poisson losses |
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Catastrophe options with stochastic interest rates and compound Poisson losses (English)
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14 August 2006
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catastrophe derivatives
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reinsurance
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compound Poisson process
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stochastic interest rates
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