Härdle, Wolfgang; Cabrera, Brenda López - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
Poisson pricing methodology. In essence, this hybrid trigger combines modeled loss and index trigger types, trying to reduce … stochastic Poisson pricing methodology. In essence, this hybrid trig-
ger combines modeled loss and index trigger types, trying … Stochastic Poisson
Process, Trigger mechanism
JEL classification: G19, G29, N26, N56, Q29, Q54
Acknowledgements: The financial …