Pricing catastrophe bonds with multistage stochastic programming (Q1789618)

From MaRDI portal





scientific article; zbMATH DE number 6950387
Language Label Description Also known as
English
Pricing catastrophe bonds with multistage stochastic programming
scientific article; zbMATH DE number 6950387

    Statements

    Pricing catastrophe bonds with multistage stochastic programming (English)
    0 references
    0 references
    10 October 2018
    0 references
    catastrophe bonds
    0 references
    reinsurance
    0 references
    stochastic programming
    0 references
    insurance linked securities
    0 references

    Identifiers