Convergence of Capital and Insurance Markets: Pricing Aspects of Index-Linked Catastrophic Loss Instruments
Author: | Nadine Gatzert, Sebastian Pokutta, Nikolai Vogl |
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Document Type: | Article |
Parent Title (English): | to appear in Journal of Risk and Insurance |
Year of first publication: | 2016 |
URL: | http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2320370 |