Pages that link to "Item:Q1718656"
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The following pages link to Valuing catastrophe bonds involving credit risks (Q1718656):
Displaying 18 items.
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- The valuation of contingent capital with catastrophe risks (Q659096) (← links)
- Valuation of structured risk management products (Q868322) (← links)
- Securitization of motor insurance loss rate risks (Q1003816) (← links)
- Valuation of catastrophe bonds (Q1578320) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Multiple-event catastrophe bond pricing based on CIR-copula-POT model (Q1727134) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- Pricing catastrophe bonds with multistage stochastic programming (Q1789618) (← links)
- Pricing and simulations of catastrophe bonds (Q2252275) (← links)
- Valuing convertible bonds based on LSRQM method (Q2320730) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- Valuation of catastrophe reinsurance with catastrophe bonds (Q2384452) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Valuing clustering in catastrophe derivatives (Q2879024) (← links)
- A NOTE ON RISKY BOND VALUATION (Q4522658) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)