Valuing clustering in catastrophe derivatives (Q2879024)
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scientific article; zbMATH DE number 6340766
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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