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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures
natural filtra- tion belonging to (L,), F,=ty (L~, O<s<t). This essen- tially exposes a weakness in the ... and Y be ran- dom variables on (fl, F, (P, Q)). Px(s): =P[X<_s] de- notes the distribution of the random ...- Authors: Paul Embrechts, Steffen Meister
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance