Indifference prices of structured catastrophe (CAT) bonds (Q998295)
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scientific article; zbMATH DE number 5499601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference prices of structured catastrophe (CAT) bonds |
scientific article; zbMATH DE number 5499601 |
Statements
Indifference prices of structured catastrophe (CAT) bonds (English)
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28 January 2009
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catastrophe (CAT) bond
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structured derivative security
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indifference price
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exponential utility
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jump-diffusion
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reinsurance strategy
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0.8988532
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0.88878304
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0.88347757
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0.8796988
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0.87623644
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0.8761032
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0.8722377
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