Description

• Title:
  Two-factor utility approach to valuation of catastrophe bonds
• Creator:
  Jakubowski, Andrzej
• Description:
  Bibliography p. 22
• Object availability:
  free access
• Rights:
  Creative Commons Attribution BY 4.0 license;
  Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at:;
  - ;
  Open
• Date:
  2005.12.31;
  2005
• Type:
  Text;
  report
• Language:
  English
• Source:
  RB-2005-59
• Publisher:
  Instytut Badań Systemowych. Polska Akademia Nauk;
  Systems Research Institute. Polish Academy of Sciences
• Relation:
  Raport Badawczy = Research Report
• Subject:
  Pricing procedure;
  Two-factor utility;
  Expected return;
  Worst case return;
  Risk aversion;
  Subjective scale;
  Safety level
• Data provider:
  Repozytorium Cyfrowe Instytutów Naukowych
• Can I use it?:
  seek permission
• Type:
  text