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Pacific-Basin finance journal
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101st Seminar, July 5-6, 2007, Berlin Germany
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1
Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling
;
Chang, Carolyn C. W.
;
Lee, Jin-Ping
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
Saved in:
2
Pricing industry loss warranties in a Lévy-Frailty framework
Beer, Simone
;
Braun, Alexander
;
Marugg, Andrin
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 171-181
Persistent link: https://www.econbiz.de/10012133526
Saved in:
3
Valuation of contingent convertible catastrophe bonds : the case for equity conversion
Burnecki, Krzysztof
;
Giuricich, Mario Nicoló
; …
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 238-254
Persistent link: https://www.econbiz.de/10012105571
Saved in:
4
Reinsurance versus securitization of
catastrophe
risk
Subramanian, Ajay
;
Wang, Jinjing
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 55-72
Persistent link: https://www.econbiz.de/10011929837
Saved in:
5
Wanting robustness in insurance : a model of
catastrophe
risk
pricing and its empirical test
Zhu, Wenge
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 14-23
Persistent link: https://www.econbiz.de/10011783873
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