An Empirical Investigation of the Dependence between Catastrophe Events and the Performance of Various Asset Classes
An Empirical Investigation of the Dependence between Catastrophe Events and the Performance of Various Asset Classes
Romel G Salam,
Enterprise Risk ManagementEconomic Capital ModelDependenceCorrelationsAssetsCatastrophesInsurance Linked Securities
Salam, Romel G. 2014. “An Empirical Investigation of the Dependence between Catastrophe Events and the Performance of Various Asset Classes.” CAS Forum 2014 (November).
