Pages that link to "Item:Q5745198"
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The following pages link to ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198):
Displaying 4 items.
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- Imprecise Approaches to Analysis of Insurance Portfolio with Catastrophe Bond (Q6485129) (← links)