Pricing catastrophe risk bonds: a mixed approximation method (Q2442520)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing catastrophe risk bonds: a mixed approximation method |
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Pricing catastrophe risk bonds: a mixed approximation method (English)
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3 April 2014
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catastrophe risk bonds
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stochastic interest rates
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compound nonhomogeneous Poisson process
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PCS loss
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mixed approximation method
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