Pages that link to "Item:Q1655383"
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The following pages link to Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383):
Displaying 6 items.
- Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739) (← links)
- Valuing catastrophe bonds involving credit risks (Q1718656) (← links)
- Multiple-event catastrophe bond pricing based on CIR-copula-POT model (Q1727134) (← links)
- Pricing and simulations of catastrophe bonds (Q2252275) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)