Pricing of reinsurance contracts in the presence of catastrophe bonds
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20150027030 | ||
| 003 | MAP | ||
| 005 | 20150911144828.0 | ||
| 008 | 150805e20100503esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20150014023$aHaslip, Gareth G. | |
| 245 | 1 | 0 | $aPricing of reinsurance contracts in the presence of catastrophe bonds$cGareth G. Haslip, Vladimir K. Kaishev |
| 520 | $aA methodology for pricing of reinsurance contracts in the presence of a catastrophe bond is developed. An important advantage of this approach is that it allows for the pricing of reinsurance contracts consistent with the observed market prices of catastrophe bonds on the same underlying risk process. | ||
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 307-329 |