A canonical first passage time model to pricing nature-linked bonds
Year of publication: |
2004
|
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Other Persons: | Vaugirard, Victor (contributor) |
Published in: |
Economics bulletin : EB. - Champaign-Urbana, Ill. : Univ. of Illinois, ISSN 1545-2921, ZDB-ID 2041623-4. - 2004
|
Subject: | Catbonds | Schadenversicherung | Property-casualty insurance | Rückversicherung | Reinsurance | Katastrophe | Disaster | Anleihe | Bond | Risiko | Risk | Theorie | Theory |
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