Pages that link to "Item:Q2314745"
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The following pages link to Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745):
Displaying 5 items.
- The valuation of contingent capital with catastrophe risks (Q659096) (← links)
- Multiple-event catastrophe bond pricing based on CIR-copula-POT model (Q1727134) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- (Q4440831) (← links)