Financial and actuarial valuation of insurance derivatives

This dissertation looks into the interplay of financial and insurance markets that is created by securitization of insurance related risks. It comprises four chapters on both the common ground and different nature of actuarial and financial risk valuation. The first chapter investigates the market f...

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Bibliographic Details
Main Author: Mürmann, Alexander
Published: London School of Economics and Political Science (University of London) 2002
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.271695