Pricing catastrophe insurance futures call spreads : a randamized operational time approach
Carolyn W. Chang ; Jack S. K. Chang ; Min-Teh Yu
| Year of publication: |
1996
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|---|---|
| Authors: | Chang, Carolyn C. W. |
| Other Persons: | Chang, Jack S. K. (contributor) ; Yu, Min-Teh (contributor) |
| 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. 63.1996, 4, p. 599-617
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| Subject: | Optionspreistheorie | Option pricing theory | Versicherung | Insurance | Risikomodell | Risk model | Katastrophe | Disaster | Theorie | Theory |
| Series: | |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10001335132