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A. Chatterjee

1 paper hereh-index 12918 citations64 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PR1
same name
  • A. Chatterjee — 55 papers
  • A. Chatterjee — 54 papers
  • A. Chatterjee — 31 papers, h 32
  • A. Chatterjee — 25 papers, h 26
  • A. Chatterjee — 21 papers, h 42
  • A. Chatterjee — 12 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedA Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.PR2022★ 1 cited

A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives

Dixon Domfeh, Arpita Chatterjee, Matthew Dixon

Catastrophe (CAT) bond markets are incomplete and hence carry uncertainty in instrument pricing. As such various pricing approaches have been proposed, but none treat the uncertain…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.