A catastrophe shock model and the bond pricing (Q4996190)
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scientific article; zbMATH DE number 7366392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A catastrophe shock model and the bond pricing |
scientific article; zbMATH DE number 7366392 |
Statements
A catastrophe shock model and the bond pricing (English)
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1 July 2021
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catastrophe risk
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fractional compound Poisson process
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moment matching method
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generalized Pareto distribution
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insurance bond
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