Utility indifference pricing of insurance catastrophe derivatives
Crossref DOI link: https://doi.org/10.1007/s13385-017-0154-2
Published Online: 2017-05-29
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Eichler, Andreas
Leobacher, Gunther
Szölgyenyi, Michaela
Funding for this research was provided by:
Vienna Science and Technology Fund (MA14-031)
Austrian Science Fund (P21196, P21196)
Austrian Science Fund (F5508-N26)
License valid from 2017-05-29