Pricing catastrophe options with stochastic claim arrival intensity in claim time
| Year of publication: |
2010
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|---|---|
| Authors: | Glass, J. Colin ; McKillop, Donal G. ; Rasaratnam, Syamarlah |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 1 (1.1.), p. 24-33
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