Catastrophe risk derivatives : a new approach
Mehdi Bekralas Abdessalem, Masamitsu Ohnishi
| Year of publication: |
2014
|
|---|---|
| Authors: | Abdessalem, Mehdi Bekralas ; Ohnishi, Masamitsu |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 1, p. 21-34
|
| Subject: | Compound Poisson Process | Extreme Value Theory | Esscher Transform | Index Correction | Stochastischer Prozess | Stochastic process | Risiko | Risk | Katastrophe | Disaster | Ausreißer | Outliers | Derivat | Derivative | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010422906