The pricing of event risks with parameter uncertainty
By: Kenneth A. Froot, Steven E. Posner.
Contributors: Posner, Steven Eli, 1967-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 8106; Working paper series (National Bureau of Economic Research) -- working paper no. 8106.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 16
Subjects: Insurance, Disaster -- Premiums -- United States -- Econometric models.; Risk (Insurance) -- United States -- Econometric models.; Catastrophe bonds -- Prices -- United States.; Portfolio management -- United States.
Genres: Econometric models.
Notes: "February 2001."

JEL no. G13.

Includes bibliographical references (p. 16).

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Electronic version available via the Internet at the NBER World Wide Web site.