Catastrophe risk management with counterparty risk using alternative instruments
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- CMaria Osipenko & Wolfgang Karl Härdle, 2017. "Dynamic Valuation of Weather Derivatives under Default Risk," SFB 649 Discussion Papers SFB649DP2017-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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More about this item
KeywordsCatastrophe risk Catastrophe reinsurance contracts Catastrophe-linked instruments;
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