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~isPartOf:"Journal of Mathematical Economics"
~subject:"Cargo shipping"
~subject:"Optimal hedging"
~subject:"Reinsurance"
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101st Seminar, July 5-6, 2007, Berlin Germany
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Reinsurance or securitization: The case of natural
catastrophe
risk
Gibson, Rajna
;
Habib, Michel A.
;
Ziegler, Alexandre
- In:
Journal of Mathematical Economics
53
(
2014
)
C
,
pp. 79-100
natural
catastrophe
risk
. We characterize the conditions under which one or the other form of risk transfer dominates using a …
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