Valuing clustering in catastrophe derivatives (Q2879024)

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scientific article; zbMATH DE number 6340766
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English
Valuing clustering in catastrophe derivatives
scientific article; zbMATH DE number 6340766

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    Valuing clustering in catastrophe derivatives (English)
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    5 September 2014
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    actuarial science
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    insurance related products
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    Lévy process
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    computational finance
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    pricing of derivative securities
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