Optimum hurricane futures hedge in a warming environment : a risk-return jump-diffusion approach
Carolyn W. Chang; Jack S. K. Chang; Min-Ming Wen
| Year of publication: |
2014
|
|---|---|
| Authors: | Chang, Carolyn C. W. ; Chang, Jack S. K. ; Wen, Min Ming |
| 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. 81.2014, 1, p. 199-217
|
| Subject: | Katastrophenschaden | Disaster damage | Elementarschadenversicherung | Natural disaster insurance | Sturm | Storm | Hedging | Risikomodell | Risk model |
| Extent: | graph. Darst. |
|---|---|
| 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/10010340225