Pricing Catastrophe Insurance Derivatives

By Alexander Muermann. 2001

56 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/035b738ae1976cad80b8bb383a3a03ac7b7a2762

Citations in the corpus

• Properties of Realized Variance Under Alternative Sampling Schemes (2006, unknown): “, Bowsher 2002; Large 2005; Rogers and Zane 1998; Rydberg and Shephard 2003) to the pricing of derivatives (e.g., Carr and Wu 2004; Cox and Ross 1976; Geman, Madan, and Yor 2001; Mürmann 2001).”