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A rational approach to pricing of catastrophe insurance

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Publication:1918909
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DOI10.1007/BF00055794zbMath0852.90048OpenAlexW2079823382MaRDI QIDQ1918909

Weimin Dong, Haresh C. Shah, Felix S. Wong

Publication date: 23 July 1996

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00055794


zbMATH Keywords

multiple perilsrational pricing of catastrophe insurance


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (3)

SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH ⋮ Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues ⋮ The Financial Modeling of Property-Casualty Insurance Companies




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