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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
insureds to report losses to the insurance companies (and for the insurance companies to report the losses ... and September, 1993. The ISO allowed insurers to report claims resulting from these events up to the ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Actuarial Approach to Option Pricing
Actuarial Approach to Option Pricing In this paper we study the pricing of financial options ... acknowledges the support from the Principal Financial Group. 331 References [As87] Asmussen, S. Applied ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments