Pricing of catastrophe risk and the implied volatility smile
Year of publication: |
[2016]
|
---|---|
Authors: | Ben Ammar, Semir |
Published in: |
Essays on alternative investments and insurance. - St. Gallen. - 2016, p. 117-176
|
Subject: | Elementarschadenversicherung | Natural disaster insurance | Katastrophenschaden | Disaster damage | Risikomodell | Risk model | Volatilität | Volatility |
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