David Lalonde

Applied Insurance Research

101 Huntington Avenue

Boston, MA 02199

United States

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The Basis Risk of Catastrophic-Loss Index Securities

Number of pages: 63 Posted: 22 Jun 2000

J David Cummins, David Lalonde and Richard D. Phillips

Temple University - Risk Management & Insurance & Actuarial Science, Applied Insurance Research and Georgia State University - Risk Management & Insurance Department

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David Lalonde

Applied Insurance Research

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The Basis Risk of Catastrophic-Loss Index Securities

Abstract: