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Wanting robustness in insurance : a model of catastrophe risk pricing and its empirical test
Zhu, Wenge
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 14-23
Persistent link: https://www.econbiz.de/10011783873
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2
Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
Zhu, Wenge
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 38-46
Persistent link: https://www.econbiz.de/10009157450
Saved in:
3
Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences
Chen, Hua
;
Sherris, Michael
;
Sun, Tao
;
Zhu, Wenge
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 705-732
Persistent link: https://www.econbiz.de/10010127206
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