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Nondiversification traps in catastrophe insurance markets
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - In: The review of financial studies 22 (2009) 3, pp. 959-993
Persistent link: https://www.econbiz.de/10003827644
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Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - In: The journal of risk and insurance : the journal of the … 77 (2010) 3, pp. 551-578
Persistent link: https://www.econbiz.de/10008650425
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Diversification disasters
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - In: Journal of financial economics 99 (2011) 2, pp. 333-348
Persistent link: https://www.econbiz.de/10009242355
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Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - 2008
Persistent link: https://www.econbiz.de/10003860462