Pricing Catastrophe Insurance Futures and Call Spreads

• 31 March 1995
• journal article
• Published by With Intelligence LLC in The Journal of Fixed Income
• Vol. 4  (4) , 46-57
• https://doi.org/10.3905/jfi.1995.408128

Abstract

Keywords

• INSURANCE FUTURES
• CALL SPREADS
• PRICING CATASTROPHE INSURANCE