A Markov Model for the Pricing of Catastrophe Insurance Futures and Spreads

Volume
68:1
Page
25-50
Year
2001
Categories
Actuarial Applications and Methodologies
Enterprise Risk Management
Risk Categories
Financial Risks
Actuarial Applications and Methodologies
Enterprise Risk Management
Risk Categories
Hazard Risks
Financial and Statistical Methods
Extreme Event Modeling
Natural Peril Modeling
Actuarial Applications and Methodologies
Ratemaking
Publications
Journal of Risk and Insurance, The
Authors
Knut K Aase