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The Impact of Catastrophes on...
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USA
Terrorismus
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Versicherung
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Thomann, Christian
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Gregoriou, Greg N.
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Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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The impact of catastrophes on insurer stock volatility
Thomann, Christian
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
1
,
pp. 65-94
Persistent link: https://www.econbiz.de/10009729153
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Unconditional mean, volatility, and the FOURIER-GARCH representation
Pascalau, Razvan
;
Thomann, Christian
;
Gregoriou, Greg N.
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 90-106)
.
2011
Persistent link: https://www.econbiz.de/10008988010
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Ökonomische Aspekte der Versicherung von Terrorrisiken
Thomann, Christian
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2006
Persistent link: https://www.econbiz.de/10003391097
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