Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity

Angelos Dassios, Jiwook Jang

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)73-95
Number of pages23
JournalFinance and Stochastics
Volume7
Issue number1
DOIs
Publication statusPublished - 2003
Externally publishedYes

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