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Valuation of catastrophe equity puts with Markov-modulated poisson processes

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100  ‎$0‎MAPA20110019570‎$a‎Chang, Chia-Chien
24500‎$a‎Valuation of catastrophe equity puts with Markov-modulated poisson processes‎$c‎Chia-Chien Chang, Shih-Kuei Lin, Min-Teh Yu
7730 ‎$w‎MAP20077000727‎$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