Pages that link to "Item:Q998295"

The following pages link to Indifference prices of structured catastrophe (CAT) bonds (Q998295):

Displaying 19 items.

• Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
• Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
• Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← 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)
• Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
• Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
• Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
• Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
• Pricing of Catastrophe Bond in Fuzzy Framework (Q2829648) (← 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)
• PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
• Pricing of zero-coupon and coupon cat bonds (Q4829386) (← links)
• Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
• (Q5158536) (← links)
• CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
• Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)