A mutualized risk market with endogenous prices, with application to US landfalling hurricanes
Robert Meyer; Michael Horowitz; Daniel Wilks; Kenneth Horowitz
| Year of publication: |
2008
|
|---|---|
| Authors: | Meyer, Robert J. ; Horowitz, Michael ; Wilks, Daniel ; Horowitz, Kenneth |
| Publisher: |
Philadelphia, Pa. : Risk Management and Decision Processes Center, The Wharton School, Univ. of Pennsylvania |
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Risikomodell | Risk model | Elementarschadenversicherung | Natural disaster insurance | USA | United States |
| Extent: | Online-Ressource (37 S., 816,70 KB) graph. Darst., Kt. |
|---|---|
| Series: | Working paper / Risk Management and Decision Processes Center, Wharton School, University of Pennsylvania. - Philadelphia, Pa., ZDB-ID 2452237-5. - Vol. 2008,12,08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 28 Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003784024