Pricing catastrophe options with stochastic claim arrival intensity in claim time
- 31 January 2010
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 34 (1), 24-32
- https://doi.org/10.1016/j.jbankfin.2009.06.019
Abstract
No abstract availableThis publication has 30 references indexed in Scilit:
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