Pages that link to "Item:Q1738100"
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The following pages link to Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100):
Displaying 15 items.
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- The valuation of contingent capital with catastrophe risks (Q659096) (← links)
- Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739) (← links)
- Multiple-event catastrophe bond pricing based on CIR-copula-POT model (Q1727134) (← links)
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- Analysis of an aggregate loss model in a Markov renewal regime (Q2242094) (← links)
- Pricing and simulations of catastrophe bonds (Q2252275) (← links)
- Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Research on innovation and pricing of flood catastrophic bonds (Q3386072) (← links)
- (Q4440831) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)
- Imprecise Approaches to Analysis of Insurance Portfolio with Catastrophe Bond (Q6485129) (← links)