Narrow search
Showing 1 - 10 of 63
Cover Image
Pricing catastrophe options with stochastic claim arrival intensity in claim time
Chang, Carolyn C. W.; Chang, Jack S. K.; Lu, WeLi - In: Journal of banking & finance 34 (2010) 1, pp. 24-32
Persistent link: https://www.econbiz.de/10003905636
Cover Image
Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos; Boloorforoosh, Ali - In: Journal of banking & finance 37 (2013) 8, pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
Cover Image
Valuation of insurers' contingent capital with counterparty risk and price endogeneity
Lo, Chien-ling; Lee, Jin-ping; Yu, Min-Teh - In: Journal of banking & finance 37 (2013) 12, pp. 5025-5035
Persistent link: https://www.econbiz.de/10010342133
Cover Image
On the pricing of intermediated risks : theory and application to catastrophe reinsurance
Froot, Kenneth; O'Connell, Paul G. J. - In: Journal of banking & finance 32 (2008) 1, pp. 69-85
Persistent link: https://www.econbiz.de/10003646971
Cover Image
Natural disasters and market manipulation
Akter, Maimuna; Cumming, Douglas J.; Ji, Shan - In: Journal of banking & finance 153 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014490292
Cover Image
Predicting catastrophe risk : evidence from catastrophe bond markets
Zhao, Yang; Yu, Min-Teh - In: Journal of banking & finance 121 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521632
Cover Image
Market-consistent valuation of natural catastrophe risk
Beer, Simone; Braun, Alexander - In: Journal of banking & finance 134 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013400153
Cover Image
A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Cover Image
Reward-risk momentum strategies using classical tempered stable distribution
Choi, Jaehyung; Kim, Young Shin; Mitov, Ivan - In: Journal of banking & finance 58 (2015), pp. 194-213
Persistent link: https://www.econbiz.de/10011543976
Cover Image
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand - In: Journal of banking & finance 53 (2015), pp. 158-178
Persistent link: https://www.econbiz.de/10011377717