Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805)
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scientific article; zbMATH DE number 5717854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of catastrophe insurance options written on a loss index with reestimation |
scientific article; zbMATH DE number 5717854 |
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Pricing of catastrophe insurance options written on a loss index with reestimation (English)
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8 June 2010
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catastrophe insurance options
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loss index
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Fourier transform
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option pricing formulas
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heavy tails
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