Valuation of catastrophe equity puts with Markov-modulated poisson processes
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110041823 | ||
| 003 | MAP | ||
| 005 | 20110622152854.0 | ||
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| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a1 | ||
| 100 | $0MAPA20110019570$aChang, Chia-Chien | ||
| 245 | 0 | 0 | $aValuation of catastrophe equity puts with Markov-modulated poisson processes$cChia-Chien Chang, Shih-Kuei Lin, Min-Teh Yu |
| 773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dNueva York : The American Risk and Insurance Association, 1964-$x0022-4367$g01/07/2011 Tomo 78 Número 2 - 2011 | |
| 856 | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |