The basis risk of catastrophic-loss index securities-Reference-Cited by-同舟云学术

The basis risk of catastrophic-loss index securities

Published:2004-01 Issue:1 Volume:71 Page:77-111
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Cummins J.David,Lalonde David,Phillips Richard D.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference32 articles.

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4. Coherent measures of risk;Artzner;Mathematical Finance,1999

5. Reinsurance and the liability insurance crisis;Berger;Journal of Risk and Uncertainty,1992

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