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~isPartOf:"Annals of economics and statistics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
~subject:"Risiko"
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Derivat
Risiko
Elementarschadenversicherung
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Natural disaster insurance
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Option pricing theory
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catastrophe insurance
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characteristic function
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design of derivatives
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doubly stochastic Poisson process
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insurance derivatives
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integrated jump diffusion CIR process
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Jang, Hyun Jin
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Jang, Jiwook
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Park, Jong Jun
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Annals of economics and statistics
International journal of theoretical and applied finance
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
14
World Bank E-Library Archive
10
Other Financial Sector Study
7
Agricultural finance review
6
Journal of risk and uncertainty : JRU
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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American journal of agricultural economics
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Economics of disasters and climate change
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Insurance / Mathematics & economics
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NBER Working Paper
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NBER working paper series
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Risk and Vulnerability Assessment
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SFB 649 discussion paper
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The Geneva risk and insurance review
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Asia-Pacific journal of risk and insurance : APJRI
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Climate policy
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Comparative economic research : Central and Eastern Europe
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European economy
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Financial Institutions Center
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of development economics
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Report / United Nations University, Institute for Environment and Human Security (UNU-EHS)
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Risks : open access journal
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The energy journal
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The journal of insurance issues : official journal of the Western Risk and Insurance Association
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Water Economics and Policy : WEP
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Working paper / Risk Management and Decision Processes Center, Wharton School, University of Pennsylvania
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Working papers / Financial Institutions Center
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ADB South Asia Working Paper Series
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Asia-Pacific financial markets
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Asia-Pacific journal of regional science
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Asian economic policy review : AEPR
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Astin bulletin : the journal of the International Actuarial Association
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Prevention and insurance in cities exposed to natural disaster risks
Goussebaïle, Arnaud
- In:
Annals of economics and statistics
139
(
2020
),
pp. 61-86
Persistent link: https://www.econbiz.de/10012602577
Saved in:
2
Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity
Jang, Jiwook
;
Park, Jong Jun
;
Jang, Hyun Jin
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011956976
Saved in:
3
A quadratic hedging approach to comparison of catastrophe indices
Norberg, Ragnar
;
Savina, Oksana
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624461
Saved in:
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