Securitization of motor insurance loss rate risks-Reference-Cited by-同舟云学术

Securitization of motor insurance loss rate risks

Published:2009-02 Issue:1 Volume:44 Page:48-58
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Bae Taehan,Kim Changki,Kulperger Reginald J.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference23 articles.

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4. Numerical evaluation of the compound Poisson distribution :recursion of fast-Fourier transform;Bühlmann;Scandinavian Actuarial Journal,1984

5. On the numerical evaluation of stop-loss premium;Covens;Astin Bulletin,1979

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3. The pricing of hedging longevity risk with the help of annuity securitizations;The Journal of Risk Finance;2014-08-18

4. Motor Insurance Linked Securities: An Area of Financial Innovation;SSRN Electronic Journal;2010

5. Motor Insurance Loss Rate Options and Swaps;SSRN Electronic Journal;2009