The Pricing of event risks with parameter uncertainty

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<title>Pricing of event risks with parameter uncertainty</title>
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<namePart>Froot, Kenneth A.</namePart>
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<namePart>Posner, Steven E.</namePart>
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<abstract>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. </abstract>
<note type="statement of responsibility">Kenneth A. Froot and Steven E. Posner</note>
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<topic>Riesgos meteorológicos</topic>
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<topic>Catástrofes naturales</topic>
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<topic>Parámetros</topic>
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<topic>Modelos actuariales</topic>
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<topic>Coste del riesgo</topic>
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<title>The Geneva Risk and Insurance Review</title>
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<publisher>The Netherlands : The Geneva Association, 1991-2010</publisher>
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<identifier type="issn">0926-4957</identifier>
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<text>01/12/2002 Número 2 27 2002 , p. 153-165</text>
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