Cite
HARVARD Citation
Godin, F. et al. (2019). A general class of distortion operators for pricing contingent claims with applications to CAT bonds. Scandinavian actuarial journal. 2019 (7), pp. 558-584. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Godin, F. et al. (2019). A general class of distortion operators for pricing contingent claims with applications to CAT bonds. Scandinavian actuarial journal. 2019 (7), pp. 558-584. [Online].