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The Pricing of event risks with parameter uncertainty
Recurso electrónico / electronic resource
MAP20071503976
Froot, Kenneth A. ‌
The Pricing of event risks with parameter uncertainty / Kenneth A. Froot and Steven E. Posner
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.
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. 153-165
1. Riesgos meteorológicos ‌. 2. Catástrofes naturales ‌. 3. Parámetros ‌. 4. Modelos actuariales ‌. 5. Coste del riesgo ‌. I. Posner, Steven E. ‌. II. Título.