Work

Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes

Year: 2010

Type: article

Source: Journal of Risk & Insurance

DOI: 10.1111/j.1539-6975.2010.01385.x

Authors: Chia-Chien Chang, Shih-Kuei Lin, Min-Teh Yu

Institutions: National Kaohsiung University of Applied Sciences, National Chengchi University, National Taiwan University, Providence University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2147251890

FWCI: 2.22

Cites: 33

Cited by: 42

Related to: 10