Indifference pricing and (partial) hedging of index-linked catastrophe loss instruments
Nikolai Vogl
| Year of publication: |
2017
|
|---|---|
| Authors: | Vogl, Nikolai |
| Published in: |
Essays on pricing index-linked catastrophe loss instruments and evaluating investments in renewable energy. - Erlangen. - 2017, p. 48-82
|
| Subject: | Insurance-Linked Securities | Insurance-linked securities | Finanzanalyse | Financial analysis | Verlust | Loss | Indexbindung | Indexation | Hedging | Erwartungsnutzen | Expected utility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011737954