Catastrophe insurance modeled by shot-noise processes
Year of publication: |
2014
|
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Authors: | Schmidt, Thorsten |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 2.2014, 1, p. 3-24
|
Subject: | shot-noise processes | tail dependence | catastrophe derivatives | marked point process | minimum-distance estimation | self-exciting processes | CAT bonds | Risikomodell | Risk model | Theorie | Theory | Derivat | Derivative | Elementarschadenversicherung | Natural disaster insurance | Katastrophe | Disaster | Stochastischer Prozess | Stochastic process |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.3390/risks2010003 [DOI] hdl:10419/103605 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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