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~person:"Gibson, Rajna"
~subject:"Optionspreistheorie"
~subject:"Poisson processes"
~subject:"Reinsurance"
~subject:"reinsurance"
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Optionspreistheorie
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reinsurance
Exchange-traded catastrophe futures and options
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Elementarschadenversicherung
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Gibson, Rajna
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Reinsurance or securitization: The case of natural
catastrophe
risk
Gibson, Rajna
;
Habib, Michel A.
;
Ziegler, Alexandre
- In:
Journal of Mathematical Economics
53
(
2014
)
C
,
pp. 79-100
natural
catastrophe
risk
. We characterize the conditions under which one or the other form of risk transfer dominates using a …
Persistent link: https://www.econbiz.de/10010931627
Saved in:
2
Reinsurance or securitization : the case of natural
catastrophe
risk
Gibson, Rajna
;
Habib, Michel Antoine
;
Ziegler, Alexandre
- In:
Journal of mathematical economics
53
(
2014
),
pp. 79-100
Persistent link: https://www.econbiz.de/10011297141
Saved in:
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