Dynamic Analysis of the Insurance Linked Securities Index
Year of publication: |
2008-09
|
---|---|
Authors: | Gatumel, Mathieu ; Guegan, Dominique |
Institutions: | HAL |
Subject: | Insurance Linked Securities | Garch-type models | Normal Inverse Gaussian Distribution |
-
Dynamic analysis of the insurance linked securities index.
Gatumel, Mathieu, (2008)
-
Italian open-end funds: performance of asset management companies
Bianchi, Michele Leonardo, (2011)
-
Pricing of basket options using univariate normal inverse gaussian approximations
Benth, Fred Espen, (2011)
- More ...
-
Towards an understanding approach of the insurance linked securities market
Gatumel, Mathieu, (2008)
-
Towards an understanding approach of the insurance linked securities market
Gatumel, Mathieu, (2008)
-
Dynamic Analysis of the Insurance Linked Securities Index
Gatumel, Mathieu, (2008)
- More ...