Pricing of catastrophe insurance options written on a loss index with reestimation
| Year of publication: |
2008
|
|---|---|
| Authors: | Biagini, Francesca ; Bregman, Yuliya ; Meyer-Brandis, Thilo |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 43.2008, 2, p. 214-223
|