CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415)
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scientific article; zbMATH DE number 7060630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION |
scientific article; zbMATH DE number 7060630 |
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CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (English)
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29 May 2019
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CAT bond
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distortion
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earthquake
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extreme value theory
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generalized Pareto distribution
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peaks over threshold
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pricing
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product measure
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