An Integrated Approach to Pricing Catastrophe Reinsurance
Author:
Publisher
MDPI AG
Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Link
http://www.mdpi.com/2227-9091/5/3/51/pdf
Reference20 articles.
1. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
2. Actuarial Mathematics;Bowers,1986
3. Pricing and hedging in incomplete markets
4. On the derivation of reinsurance premiums
5. On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations
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2. An efficient algorithm for pricing reinsurance contract under the regime-switching model;Mathematics and Computers in Simulation;2023-09
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