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  • Search: subject:"Calculation models"
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Year of publication
Subject
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Alternative Risk Transfer 2 CAT Bonds 2 Empirical Analysis 2 Premium Calculation Models 2 Calculation models 1 Experimental data 1 Sky luminance 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
All
Working Paper 1
Language
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German 1 English 1 Undetermined 1
Author
All
Galeotti, Marcello 2 Gürtler, Marc 2 Winkelvos, Christine 2 Ferraro, V. 1 Marinelli, V. 1 Mele, M. 1
Institution
All
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1
Published in...
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Energy 1 Working Paper Series 1 Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1
Source
All
RePEc 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Accuracy of premium calculation models for CAT bonds: An empirical analysis
Galeotti, Marcello; Gürtler, Marc; Winkelvos, Christine - 2009
complete, the application of an appropriate pricing model is of high relevance. We apply different premium calculation models …
Persistent link: https://www.econbiz.de/10010307945
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Cover Image
Accuracy of premium calculation models for CAT bonds: An empirical analysis
Galeotti, Marcello; Gürtler, Marc; Winkelvos, Christine - Department Wirtschaftswissenschaften, Technische … - 2009
complete, the application of an appropriate pricing model is of high relevance. We apply different premium calculation models …
Persistent link: https://www.econbiz.de/10009646408
Saved in:
Cover Image
Analysis of sky luminance experimental data and comparison with calculation methods
Ferraro, V.; Mele, M.; Marinelli, V. - In: Energy 37 (2012) 1, pp. 287-298
Data of sky luminance measured in Osaka (Japan) and in Arcavacata di Rende (Italy) during a year were analysed and compared with the values predicted by the Perez, Igawa and CIE calculation methods. The best predictions of absolute, relative and zenith luminances were obtained by the CIE method....
Persistent link: https://www.econbiz.de/10010811738
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