Valuation of catastrophe equity puts with Markov-modulated poisson processes
Chia-Chien Chang; Shih-Kuei Lin; Min-Teh Yu
| Year of publication: |
2011
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|---|---|
| Authors: | Chang, Chia-Chien ; Lin, Shih-kuei ; Yu, Min-Teh |
| 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. 78.2011, 2, p. 447-473
|
| Subject: | Sturm | Storm | Elementarschadenversicherung | Natural disaster insurance | Klimawandel | Climate change | Markov-Kette | Markov chain | USA | United States | 1960-2007 |
| 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/10009162034