Asset pricing and extreme event risk : common factors in ILS funds
Year of publication: |
[2016]
|
---|---|
Authors: | Ben Ammar, Semir ; Braun, Alexander ; Eling, Martin |
Published in: |
Essays on alternative investments and insurance. - St. Gallen. - 2016, p. 177-218
|
Subject: | Elementarschadenversicherung | Natural disaster insurance | CAPM | Risikomodell | Risk model | Insurance-Linked Securities | Insurance-linked securities |
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