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The Pricing of event risks with parameter uncertainty

Recurso electrónico / electronic resource
MARC record
Tag12Value
LDR  00000cab a2200000 i 4500
001  MAP20071503976
003  MAP
005  20100608124348.0
008  030703e20021201che|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20080192099‎$a‎Froot, Kenneth A.
24514‎$a‎The Pricing of event risks with parameter uncertainty‎$c‎Kenneth A. Froot and Steven E. Posner
5208 ‎$a‎Financial instruments whose payoffs are linked to exogenous events, such as the occurrence of a natural catastrophe or an unusual weather pattern depend crucially on actuarial models for determining event probabilities.
65001‎$0‎MAPA20080608392‎$a‎Riesgos meteorológicos
65001‎$0‎MAPA20080600204‎$a‎Catástrofes naturales
650 1‎$0‎MAPA20080555740‎$a‎Parámetros
65001‎$0‎MAPA20080592011‎$a‎Modelos actuariales
650 1‎$0‎MAPA20080575281‎$a‎Coste del riesgo
7001 ‎$0‎MAPA20080204396‎$a‎Posner, Steven E.
7730 ‎$w‎MAP20077000413‎$t‎The Geneva Risk and Insurance Review‎$d‎The Netherlands : The Geneva Association, 1991-2010‎$x‎0926-4957‎$g‎01/12/2002 Número 2 27 2002 , p. 153-165