Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Year of publication: |
2008
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Authors: | Härdle, Wolfgang ; López Cabrera, Brenda |
Published in: |
Schmollers Jahrbuch : journal of contextual economics. - Berlin : Duncker & Humblot, ISSN 1439-121X, ZDB-ID 2022614-7. - Vol. 128.2008, 4, p. 615-630
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Subject: | Katastrophe | Disaster | Risikomodell | Risk model | Katastrophenschaden | Disaster damage | Verbriefung | Securitization | Derivat | Derivative | Rückversicherung | Reinsurance | Erdbeben | Earthquake | Finanzanalyse | Financial analysis | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Mexiko | Mexico |
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