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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Markov chain"
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Valuation of catastrophe equity puts with Markov-modulated poisson processes
Chang, Chia-Chien
;
Lin, Shih-kuei
;
Yu, Min-Teh
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
2
,
pp. 447-473
Persistent link: https://www.econbiz.de/10009162034
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