Pages that link to "Item:Q2252275"
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The following pages link to Pricing and simulations of catastrophe bonds (Q2252275):
Displaying 34 items.
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
- Valuation of catastrophe bonds (Q1578320) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test (Q1681081) (← links)
- 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)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← 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)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- The diffusion of complex securities: the case of CAT bonds (Q2292179) (← 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)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Cyber loss distribution fitting: a general framework towards cyber bonds and their pricing models (Q2690436) (← links)
- Pricing of Catastrophe Bond in Fuzzy Framework (Q2829648) (← links)
- Sensitivity Analysis of Catastrophe Bond Price Under the Hull–White Interest Rate Model (Q2960558) (← links)
- (Q4440831) (← links)
- (Q4471210) (← links)
- Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
- The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (Q4567957) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- Pricing of zero-coupon and coupon cat bonds (Q4829386) (← links)
- (Q5158536) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Imprecise Approaches to Analysis of Insurance Portfolio with Catastrophe Bond (Q6485129) (← links)
- Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)
- Inverse problems to estimate market price of risk in catastrophe bonds (Q6646215) (← links)