Exchange options for catastrophe risk management
Guanying Wang, Xingchun Wang, Xinjian Shao
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Guanying ; Wang, Xingchun ; Shao, Xinjian |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-11
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| Subject: | Catastrophe risk | Catastrophic events | Exchange options | Poisson processes | Katastrophe | Disaster | Risikomanagement | Risk management | Risikomodell | Risk model | Risiko | Risk | Elementarschadenversicherung | Natural disaster insurance | Optionspreistheorie | Option pricing theory | Rückversicherung | Reinsurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101580 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013413429