Pricing catastrophe options with stochastic claim arrival intensity in claim time
Carolyn W. Chang; Jack S. K. Chang; WeLi Lu
| Year of publication: |
2009
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|---|---|
| Authors: | Chang, Carolyn C. W. ; Chang, Jack S. K. ; Lu, WeLi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 1, p. 24-32
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| Subject: | Optionspreistheorie | Option pricing theory | Versicherung | Insurance | Risikomodell | Risk model | Katastrophe | Disaster | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in Bd. 34.2010, 3 , S. 695 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003905636