Evolution of the loss ratio of the catastrophe insurance derivatives: the discrete model and the limit to the continuous model

Devolder, Pierre
(2000) 4° congress IME — Location: Barcelone (2000)

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Authors
  • Devolder, PierreUCLouvain
    Author
Affiliations
  • Louvain School of Management

Citations

Devolder, P. (2000). Evolution of the loss ratio of the catastrophe insurance derivatives: the discrete model and the limit to the continuous model. 4° congress IME, Barcelone. https://hdl.handle.net/2078.5/81745