Index-linked catastrophe instrument valuation
This thesis proposes four contributions to the literature on index-linked catastrophe instrument valuation. Invariably, any exercise to find index-linked catastrophe instrument prices involves three key steps: construct a suitable arbitrage-free valuation model, estimate the parameters for the under...
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| Format: | Doctoral Thesis |
| Language: | English |
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University of Cape Town
2019
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| Online Access: | http://hdl.handle.net/11427/29642 |