ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198)
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scientific article; zbMATH DE number 6880935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING |
scientific article; zbMATH DE number 6880935 |
Statements
ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (English)
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5 June 2018
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CAT bonds
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conditional tail expectation
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extreme value theory
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financial crisis
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financial loss principle
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