Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Index-linked catastrophe instrument valuation
This thesis proposes four contributions to the literature on index-linked catastrophe instrument valuation. Invariably, any exercise to find index-linked catastrophe instrument prices involves three key steps: construct a suitable arbitrage-free valuation model, estimate the parameters for the under...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Division of Actuarial Science
2019
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|