Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach
Journal of Risk and Insurance
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2013
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sg-nus-scholar.10635-452462015-01-08T13:52:51Z Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach Chang, C.W. Chang, J.S.K. Yu, M.-T. FINANCE & ACCOUNTING Journal of Risk and Insurance 63 4 599-617 2013-10-11T08:15:11Z 2013-10-11T08:15:11Z 1996 Article Chang, C.W.,Chang, J.S.K.,Yu, M.-T. (1996). Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach. Journal of Risk and Insurance 63 (4) : 599-617. ScholarBank@NUS Repository. 00224367 http://scholarbank.nus.edu.sg/handle/10635/45246 NOT_IN_WOS Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| description |
Journal of Risk and Insurance |
| author2 |
FINANCE & ACCOUNTING |
| author_facet |
FINANCE & ACCOUNTING Chang, C.W. Chang, J.S.K. Yu, M.-T. |
| format |
Article |
| author |
Chang, C.W. Chang, J.S.K. Yu, M.-T. |
| spellingShingle |
Chang, C.W. Chang, J.S.K. Yu, M.-T. Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach |
| author_sort |
Chang, C.W. |
| title |
Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach |
| title_short |
Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach |
| title_full |
Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach |
| title_fullStr |
Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach |
| title_full_unstemmed |
Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach |
| title_sort |
pricing catastrophe insurance futures call spreads: a randomized operational time approach |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/45246 |
| _version_ |
1681083040148750336 |