Showing 1 - 2 of 2
It is common practice in most insurance lines for the coverage to be restricted by a deductible. In the paper we investigate the influence of deductibles on pure risk premiums. We derive simple but practical formulae for premiums under franchise, fix amount, proportional, limited proportional...
Persistent link: https://www.econbiz.de/10009003612
We analyze the implied volatility surface structure of ODAX options as traded on DTB (currently Eurex). We apply PCA to …
Persistent link: https://www.econbiz.de/10009004192