Valuation of catastrophe reinsurance with catastrophe bonds
Year of publication: |
2007
|
---|---|
Authors: | Lee, Jin-Ping ; Yu, Min-Teh |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 41.2007, 2, p. 264-278
|
Subject: | Finanzmathematik | Mathematical finance | Katastrophenschaden | Disaster damage | Risikomodell | Risk model |
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