Pricing of catastrophe reinsurance and derivatives using...

Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity

Angelos Dassios, Ji-Wook Jang
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
7
Language:
english
Pages:
23
Journal:
Finance and Stochastics
DOI:
10.1007/s007800200079
Date:
January, 2003
File:
PDF, 268 KB
english, 2003
Conversion to is in progress
Conversion to is failed