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Perfume of the Premium II |
December 21, 1998. Also published in Derivatives Quarterly, Spring 1999.
Shortly
after the introduction of insurance derivatives and the commencement of
their trading at The Chicago Board of Trade (CBOT), we began to analyze
catastrophe options by looking at the “implied loss distributions”
embedded in the traded prices. The results were recorded and described
in the proceedings of the 1995 Bowles Symposium, Georgia State
University, Atlanta, Georgia under the title, “The Perfume of the
Premium.”
To read the full version of this article with graphs:
 Download the PDF Here
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Perfume of the Premium... |
or Pricing Insurance Derivatives, recorded in the proceedings of the
1995 Bowles Symposium, Georgia State University, Atlanta, Georgia.
(March 1995)
To read the full version of this article with graphs:
Download the PDF Here
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