Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation (Q3535640)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation |
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Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation (English)
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13 November 2008
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catastrophe insurance option
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loss index
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Fourier transform
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option pricing formula
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heavy tail
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positive affine martingale
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