Valuation of catastrophe equity puts with markov-modulated poisson processes.: An article from: Journal of Risk and Insurance

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Citation Details
Title: Valuation of catastrophe equity puts with markov-modulated poisson processes.
Author: Chia-Chien Chang
Publication:Journal of Risk and Insurance (Magazine/Journal)
Date: June 1, 2011
Publisher: American Risk and Insurance Association, Inc.
Volume: 78 Issue: 2 Page: 447(27)

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