The pricing of event risks with parameter uncertainty

The pricing of event risks with parameter uncertainty

Bibliographic Details
Main Author: Froot, Kenneth A.
Other Authors: Posner, Steven E., 1967-
Format: Book
Language:English
Published: Cambridge, Mass. National Bureau of Economic Research 2001.
Series:NBER working paper series no.8106
Subjects:
Disaster insurance > United States > Econometric models.
Risk (Insurance) > United States > Econometric models.
Portfolio management > United States > Econometric models.