The pricing of event risks with parameter uncertainty

The pricing of event risks with parameter uncertainty

Détails bibliographiques
Auteur principal: Froot, Kenneth A.
Autres auteurs: Posner, Steven E., 1967-
Format: Livre
Langue:English
Publié: Cambridge, Mass. National Bureau of Economic Research 2001.
Collection:NBER working paper series no.8106
Sujets:
Disaster insurance > United States > Econometric models.
Risk (Insurance) > United States > Econometric models.
Portfolio management > United States > Econometric models.