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• Insurance and Asset Pricing in Incomplete Markets With Heavy Tailed Risks

  BNET - 2004-05-18

  A model for pricing risks in incomplete markets using prices for traded assets and allowing for heavy tailed risks is developed. The approach used is based on an approximation that collapses to the CAPM for multi normal portfolios. The pricing result is derived as an approximation using elliptical distributions and...

  Tags: Asset, Risk, Asset Pricing, University Of New South Wales, Pricing Strategy, Asset Management, Pricing, Insurance, Marketing Research, Strategy, Operational Planning, Business Operations, Marketing, Corporate Insurance, Management

• Pricing of Catastrophe Reinsurance and Derivatives Using the Cox Process With Shot Noise Intensity

  BNET - 2002-11-08

  The study uses the Cox process or a doubly stochastic Poisson process to model the claim arrival process for catastrophic events. The shot noise process is used for the claim intensity function within the Cox process. The Cox process with shot noise intensity is examined by piecewise deterministic Markov process...

  Tags: University Of New South Wales, Derivatives, Reinsurance, Pricing Strategy, Pricing, Insurance, Marketing Research, Marketing, Business Operations, Corporate Insurance

• Australian and Taiwanese Advertiser's Perceptions of Internet Marketing

  BNET - 2002-07-31

  With the Internet being a relatively new communication medium, the perceptions of advertising agencies on the use and future of Internet marketing has important implications for companies using these agencies to develop their advertising strategies. This research investigates the perception of advertisers towards the use of the Internet as a...

  Tags: University Of New South Wales, Internet Marketing, Perception, Advertiser, Internet, Marketing Research, Marketing