On the pricing of intermediated risks: Theory and application to catastrophe reinsurance

Kenneth Froot and Paul G.J. O'Connell

Journal of Banking & Finance, 2008, vol. 32, issue 1, 69-85

Date: 2008
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Citations: View citations in EconPapers (42)

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Related works:
Working Paper: On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:32:y:2008:i:1:p:69-85

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