Pages that link to "Item:Q3632835"
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The following pages link to Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (Q3632835):
Displaying 16 items.
- Valuing catastrophe bonds involving credit risks (Q1718656) (← 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)
- Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- (Q2991524) (← links)
- (Q4471210) (← links)
- Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
- An Econometric Model Based on the Maxmin Expected Utility Model: An Application to Earthquake Insurance (Q4558804) (← links)
- Statistical and machine learning approaches for the minimization of trigger errors in parametric earthquake catastrophe bonds (Q4606120) (← links)
- AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (Q4691251) (← links)
- Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← 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)
- Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)
