The pricing of event risks with parameter uncertainty

The pricing of event risks with parameter uncertainty

Dettagli Bibliografici
Autore principale: Froot, Kenneth A.
Altri autori: Posner, Steven E., 1967-
Natura: Libro
Lingua:English
Pubblicazione: Cambridge, Mass. National Bureau of Economic Research 2001.
Serie:NBER working paper series no.8106
Soggetti:
Disaster insurance > United States > Econometric models.
Risk (Insurance) > United States > Econometric models.
Portfolio management > United States > Econometric models.