Article | Geneva Papers on Risk and Insurance: Theory | December 2002

The Pricing of Event Risks with Parameter Uncertainty

by K. A. Froot and S. Posner

Keywords: Catastrophe Risk; corporate finance; cost of capital; Banking and Insurance; asset pricing; Hedging; banking; Insurance; Decision choice and uncertainty; Financial Markets; Policy; Risk Management; Natural Disasters; Insurance Industry;

Citation:

Froot, K. A., and S. Posner. "The Pricing of Event Risks with Parameter Uncertainty." Geneva Papers on Risk and Insurance: Theory 27, no. 2 (December 2002): 153–165. (Revised from NBER Working Paper no. 8106, February 2001.)