The basis risk of catastrophic-loss index securities
Year of publication: |
2004
|
---|---|
Authors: | Cummins, John David ; Lalonde, David ; Phillips, Richard D. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 71.2004, 1, p. 77-111
|
Subject: | Florida | Elementarschadenversicherung | Natural disaster insurance | Verbriefung | Securitization | Index-Futures | Index futures | Risiko | Risk | Hedging | Theorie | Theory | Simulation | Katastrophe | Disaster |
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