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Year of publication
Subject
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Alternative Risk Transfer 1 Catastrophe Financing and Pricing 1 Empirie 1 Insurance Linked Securities 1 Risikoprämie 1 Transferrisiko 1 empiricism 1
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Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Galeotti, Marcello 1 Gürtler, Marc 1 Winkelvos, Christine 1
Institution
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Braunschweig / Technische Universität / 1 University of Florence - Department of Mathematics for Decisions 1
Published in...
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No.: IF29V3/09 1 Technische Universität Braunschweig / Institut für Finanzwirtschaft - Working Papers 1
Source
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USB Cologne (business full texts) 1
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Accuracy of Premium Calculation Models for CAT Bonds
Galeotti, Marcello; Gürtler, Marc; Winkelvos, Christine - University of Florence - Department of Mathematics for …; … - 2011
CAT bonds are of significant importance in the field of alternative risk transfer. Since themarket of CAT bonds is not complete, the application of an appropriate pricing model is of high relevance.We apply different premium calculation models in order to compare them with regard to...
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