The Pricing of event risks with parameter uncertainty
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
Tag | 1 | 2 | Value |
---|---|---|---|
LDR | 00000cab a2200000 i 4500 | ||
001 | MAP20071503976 | ||
003 | MAP | ||
005 | 20100608124348.0 | ||
008 | 030703e20021201che|||| | |00010|eng d | ||
040 | $aMAP$bspa$dMAP | ||
084 | $a6 | ||
100 | 1 | $0MAPA20080192099$aFroot, Kenneth A. | |
245 | 1 | 4 | $aThe Pricing of event risks with parameter uncertainty$cKenneth A. Froot and Steven E. Posner |
520 | 8 | $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. | |
650 | 0 | 1 | $0MAPA20080608392$aRiesgos meteorológicos |
650 | 0 | 1 | $0MAPA20080600204$aCatástrofes naturales |
650 | 1 | $0MAPA20080555740$aParámetros | |
650 | 0 | 1 | $0MAPA20080592011$aModelos actuariales |
650 | 1 | $0MAPA20080575281$aCoste del riesgo | |
700 | 1 | $0MAPA20080204396$aPosner, Steven E. | |
773 | 0 | $wMAP20077000413$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 |