The valuation of contingent capital with catastrophe risks (Q659096)
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scientific article; zbMATH DE number 6004619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of contingent capital with catastrophe risks |
scientific article; zbMATH DE number 6004619 |
Statements
The valuation of contingent capital with catastrophe risks (English)
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10 February 2012
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doubly stochastic Poisson process
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catastrophe risks
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contingent capital
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