A Universal Framework For Pricing Financial And Insurance Risks

This paper presents a universal framework for pricing financial andinsurance risks. Examples are given for pricing contingent payoffs, wherethe underlying asset or loss can be either traded or not traded....

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Year of publication:	2001-09-01
Authors:	Wang, Shaun S.
Publisher:	SCOR Reinsurance Co. <Itasca>
Subject:	Preisbildung \| pricing \| Risikomanagement \| risk management \| Bilanzstrukturmanagement

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Extent:	105472 bytes 25 p. application/pdf
Type of publication:	Book / Working Paper
Language:	English
Notes:	The Final Version Has Been Published in ASTIN Bulletin, Vol. 32, No. 2, 2002
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847480