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Catastrophe Risk Bonds
according to an article in The Wall Street Journal [17]. In the first, series coupons only' are exposed ... is called a state price vector 7. One may solve (17) for all such vectors to find that the class of ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods
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Bounds on Expected Values of Insurance Payments and Option Prices
bounds and contact sets), appears earlier in Scarf [17]. Bowers [2] obtained the upper bound independently ... a development of Reimann-Stlel0es integration. 17 The best bounds on E{h(X)] are denoted formally ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance