On optimal hedging and redistribution of catastrophe risk in insurance
The purpose of the thesis is to analyse the management of various forms of risk that affect entire insurance portfolios and thus cannot be eliminated by increasing the number of policies, like catastrophes, financial market events and fluctuating insurance risk conditions. Three distinct frameworks...
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London School of Economics and Political Science (University of London)
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.498554 |