The Pricing of Event Risks with Parameter Uncertainty
收藏NBER2001-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8106
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资源简介：
Financial instruments whose payoffs are linked to exogenous events, such as the occurrence of a natural catastrophe or an unusual weather pattern depend crucially on actuarial models for determining event (e.g., default) probabilities. In many instances, investors appear to receive premiums far in
提供机构：
美国国家经济研究局
创建时间：
2001-02-01
