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The Pricing of event risks with parameter uncertainty

Recurso electrónico / electronic resource
Section: Articles
Title: The Pricing of event risks with parameter uncertainty / Kenneth A. Froot and Steven E. PosnerAuthor: Froot, Kenneth A.
Notes: Financial 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. Related records: En: The Geneva Risk and Insurance Review. - The Netherlands : The Geneva Association, 1991-2010 = ISSN 0926-4957. - 01/12/2002 Número 2 27 2002 , p. 153-165Materia / lugar / evento: Riesgos meteorológicos Catástrofes naturales Parámetros Modelos actuariales Coste del riesgo Otros autores: Posner, Steven E.
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