Options and swaps on motor claims
Year of publication: |
2016
|
---|---|
Authors: | Bae, Taehan ; Kim, Changki |
Published in: |
Assurances et gestion des risques : revue trimestrielle. - Montréal : HEC, ISSN 1705-7299, ZDB-ID 2108668-0. - Vol. 83.2016, 1/2, p. 45-69
|
Subject: | Securitization | Risk transfer | Ratchet option | Swaps | Motor insurance loss rates | Swap | Verbriefung | Derivat | Derivative | Kfz-Versicherung | Automobile insurance | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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