How financial theory applies to catastrophe-linked derivatives : an empirical test of several pricing models
Alejandro Balbás; I~naki R. Longarela; Julio J. Lucia
| Year of publication: |
1999
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|---|---|
| Authors: | Balbás de la Corte, Alejandro ; Rodríguez Longarela, Iñaki ; Lucia, Julio J. |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 66.1999, 4, p. 551-582
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| Subject: | Elementarschadenversicherung | Natural disaster insurance | Derivat | Derivative | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Theorie | Theory | USA | United States | 1998 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of risk and insurance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001485802