Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
Angelos Dassios, Ji-Wook JangVolume:
7
Language:
english
Pages:
23
Journal:
Finance and Stochastics
DOI:
10.1007/s007800200079
Date:
January, 2003
File:
PDF, 268 KB
english, 2003