Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
| Year of publication: |
2003
|
|---|---|
| Authors: | Dassios, Angelos ; Jang, Ji-Wook |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 1, p. 73-96
|