On the pricing of intermediated risks: Theory and application to catastrophe reinsurance

B-Tier

Journal: Journal of Banking & Finance

Year: 2008

Volume: 32

Issue: 1

Pages: 69-85

Authors (2)

Froot, Kenneth A. (Harvard University) O'Connell, Paul G.J. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count