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Catastrophic risks and the pricing of catastrophe equity put options

In this paper, after a review of the most common financial strategies and products that insurance companies use to hedge catastrophic risks, we study an option pricing model based on processes with jumps where the catastrophic event is captured by a compound Poisson process with negative jumps. Give...

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Detalhes bibliográficos
Publicado no:Comput Manag Sci
Main Authors: Arnone, Massimo, Bianchi, Michele Leonardo, Quaranta, Anna Grazia, Tassinari, Gian Luca
Formato: Artigo
Idioma:Inglês
Publicado em: Springer Berlin Heidelberg 2021
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7969350/
https://ncbi.nlm.nih.gov/pubmed/38624709
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10287-021-00391-y
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