| Filename | Size | Update |
|---|
| gpie CAT Bond\paper.doc | 1158144 | 2010-05-04
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| gpie CAT Bond\A comparison of extreme value theory approaches for determining value at risk .pdf | 149832 | 2010-05-04
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| gpie CAT Bond\A note on experience rating | reinsurance and premium principles .pdf | 709258 | 2010-05-04
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| gpie CAT Bond\A simple robust model for Cat bond valuation.pdf | 180283 | 2010-05-04
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| gpie CAT Bond\An extended Gaussian max-stable process model for spatial extremes .pdf | 521771 | 2010-05-04
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| gpie CAT Bond\Estimating extremes in climate change simulations using the peaks-over-threshold method with a non-stationary threshold .pdf | 3708107 | 2010-05-04
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| gpie CAT Bond\Estimation of extreme values from sampled time series.pdf | 386345 | 2010-05-04
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| gpie CAT Bond\Estimation of Value-at-Risk by extreme value and conventional methods a comparative evaluation of their predictive performance.pdf | 645041 | 2010-05-04
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| gpie CAT Bond\Extreme value processes and the evaluation of risk in flood analysis .pdf | 480228 | 2010-05-04
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| gpie CAT Bond\From value at risk to stress testing The extreme value approach .pdf | 497958 | 2010-05-04
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| gpie CAT Bond\Longevity bond premiums The extreme value approach and risk cubic pricing.pdf | 4092255 | 2010-05-04
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| gpie CAT Bond\Managing extreme risks in tranquil and volatile markets using conditional extreme value theory .pdf | 235316 | 2010-05-04
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| gpie CAT Bond\On the pricing of intermediated risks Theory and application to catastrophe reinsurance.pdf | 343332 | 2010-05-04
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| gpie CAT Bond\On the use of discrete seasonal and directional models for the estimation of extreme wave conditions .pdf | 1053404 | 2010-05-04
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| gpie CAT Bond\On univariate extreme value statistics and the estimation of reinsurance premiums .pdf | 450125 | 2010-05-04
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| gpie CAT Bond\Parameter estimation of the generalized extreme value distribution for structural health monitoring .pdf | 2769658 | 2010-05-04
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| gpie CAT Bond\Pricing catastrophe bonds by an arbitrage approach .pdf | 151332 | 2010-05-04
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| gpie CAT Bond\Pricing index-based catastrophe bonds Part 1 Formulation and discretization issues using a numerical PDE approach .pdf | 413886 | 2010-05-04
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| gpie CAT Bond\Pricing index-based catastrophe bonds Part 2 Object-oriented design issues and sensitivity analysis.pdf | 687980 | 2010-05-04
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| gpie CAT Bond\Problems in the extreme value analysis .pdf | 219644 | 2010-05-04
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| gpie CAT Bond\Some mathematical aspects of reinsurance .pdf | 691388 | 2010-05-04
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| gpie CAT Bond\The allocation of catastrophe risk .pdf | 88355 | 2010-05-04
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| gpie CAT Bond\The market for catastrophe risk a clinical examination.pdf | 634695 | 2010-05-04
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| gpie CAT Bond\Uncertainties in partial duration series modelling of extremes related to the choice of the threshold value .pdf | 520505 | 2010-05-04
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| gpie CAT Bond\Valuation of catastrophe reinsurance with catastrophe bonds .pdf | 438400 | 2010-05-04
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| gpie CAT Bond\XIMIS | a penultimate extreme value method suitable for all types of wind climate .pdf | 569076 | 2010-05-04
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| gpie CAT Bond | 0 | 2010-05-04 |