Valuation of catastrophe bonds

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zbMath0957.91047MaRDI QIDQ1578320

Andrzej Jakubowski, Roman Kulikowski

Publication date: 19 September 2000

Published in: Bulletin of the Polish Academy of Sciences. Technical Sciences (Search for Journal in Brave)

zbMATH Keywords

risk aversion catastrophe bonds expected return risk securitization safety level subjective scale two factors utility two rules approach valuation procedure worst case return

Mathematics Subject Classification ID

Decision theory (91B06)

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