An option-based approach to determining the optimal reinsurance stop-loss premium
Chandrasekhar Mishra and Jorge L. Urrutia
| Year of publication: |
1994
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|---|---|
| Authors: | Mishra, Chandrasekhar |
| Other Persons: | Urrutia, Jorge L. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 7.1994, p. 313-321
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| Subject: | Rückversicherung | Reinsurance | Optionspreistheorie | Option pricing theory | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001196341