Rationale and mechanics for peak natural catastrophe variance swaps in insurance
Ivelin M. Zvezdov, Sebastian Rath
| Year of publication: |
2018
|
|---|---|
| Authors: | Zvezdov, Ivelin M. ; Rath, Sebastian |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-229X, ZDB-ID 3004039-5. - Vol. 4.2018, 1, p. 33-51
|
| Subject: | peak risk variance swap | geo-spatial natural catastrophe risk | insurance risk transfer | Swap | Katastrophe | Disaster | Risikomodell | Risk model | Elementarschadenversicherung | Natural disaster insurance | Risiko | Risk | Theorie | Theory | Hedging | Versicherung | Insurance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBD.2018.097406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253414