A markov model for the pricing of catastrophe insurance futures and spreads

Journal of Risk and Insurance

Volumn 68, Issue 1, 2001, Pages 25-50

  Aase, Knut K ^a,b  

^a NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040924040     PISSN: 00224367     EISSN: None     Source Type: Journal    
DOI: 10.2307/2678131     Document Type: Article

References (21)

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