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Cat losses 1970 98 - PowerPoint PPT Presentation

A Statistical Approach To Pricing Catastrophic Loss (CAT) Securities

A Statistical Approach To Pricing Catastrophic Loss (CAT) Securities. J. David Cummins University of Pennsylvania Christopher Lewis U.S. Office of Federal Housing Enterprise Oversight Richard D. Phillips Georgia State University. Number of CAT Losses: 1970-98.

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Cat losses 1970 98 - PowerPoint PPT Presentation

A Statistical Approach To Pricing Catastrophic Loss (CAT) Securities