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Book Chapter: Insurance derivatives
| Title | Insurance derivatives |
|---|---|
| Authors | |
| Keywords | Derivative securities. |
| Issue Date | 2010 |
| Publisher | John Wiley & Sons |
| Citation | Insurance derivatives. In Cont, R. and Tankov, P (Eds.), Encyclopedia of quantitative finance, v. 2, p. 948-952. Hoboken, N.J.: John Wiley & Sons, 2010 How to Cite? |
| Abstract | Insurance derivatives are financial instruments that are related to insurance. Typical examples include catastrophe derivatives and equity-linked insurance products. In this article, we present a brief introduction to these products, examine various stochastic models proposed in the literature, and address their pricing and hedging issues. |
| Persistent Identifier | http://hdl.handle.net/10722/136645 |
| ISBN |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Cheung, KC | en_US |
| dc.date.accessioned | 2011-07-27T02:26:33Z | - |
| dc.date.available | 2011-07-27T02:26:33Z | - |
| dc.date.issued | 2010 | en_US |
| dc.identifier.citation | Insurance derivatives. In Cont, R. and Tankov, P (Eds.), Encyclopedia of quantitative finance, v. 2, p. 948-952. Hoboken, N.J.: John Wiley & Sons, 2010 | en_US |
| dc.identifier.isbn | 9780470057568 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/136645 | - |
| dc.description.abstract | Insurance derivatives are financial instruments that are related to insurance. Typical examples include catastrophe derivatives and equity-linked insurance products. In this article, we present a brief introduction to these products, examine various stochastic models proposed in the literature, and address their pricing and hedging issues. | - |
| dc.language | eng | en_US |
| dc.publisher | John Wiley & Sons | en_US |
| dc.relation.ispartof | Encyclopedia of quantitative finance | en_US |
| dc.subject | Derivative securities. | - |
| dc.title | Insurance derivatives | en_US |
| dc.type | Book_Chapter | en_US |
| dc.identifier.email | Cheung, KC: kccg@hku.hk | en_US |
| dc.identifier.authority | Cheung, KC=rp00677 | en_US |
| dc.identifier.doi | 10.1002/9780470061602.eqf21006 | - |
| dc.identifier.hkuros | 188534 | en_US |
| dc.identifier.volume | 2 | - |
| dc.identifier.spage | 948 | en_US |
| dc.identifier.epage | 952 | en_US |
| dc.publisher.place | Hoboken, N.J. | - |
| dc.customcontrol.immutable | yiu 130425 | - |