Búsqueda
Centro de Documentación
Atrás

Pricing of reinsurance contracts in the presence of catastrophe bonds
Recurso electrónico / electronic resource
Sección: Artículos
Título: Pricing of reinsurance contracts in the presence of catastrophe bonds / Gareth G. Haslip, Vladimir K. KaishevAutor: Haslip, Gareth G. ‌
Notas: Sumario: A 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.
Registros relacionados: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 307-329Otras clasificaciones: 6
Derechos: In Copyright (InC)
‌ Ver detalle del número