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We explored the regional shifts in hazards at the county level in China for three different time periods (1956–1965, 1976–1985, and 1996–2005). The frequency of natural disasters was used as the assessment index. Based on the probability of natural disasters in each county, the spatial change in risk with increasing intensity of natural disasters was studied. The results show that the frequency of...
We study a rational valuation and hedging principle for contingent claims which integrate tradable and non-tradable sources of risk. The principle is based on the preferences of a rational investor with constant absolute risk aversion, and uses exponential utility-indifference arguments. Properties of this valuation and of a corresponding hedging strategy are analyzed in a general semi-martingale...
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