Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application

DOI10.1080/14697688.2016.1211791zbMath1400.91597OpenAlexW2520673401MaRDI QIDQ4554260

Nikolaos Karagiannis, C. G. Turvey, Hirbod Assa, Athanasios A. Pantelous

Publication date: 13 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://livrepository.liverpool.ac.uk/3001876/

zbMATH Keywords

insurancehedge fundcatastrophe risk bondsagricultural catastrophesover the counter (OTC)utility indifference pricing method

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Pricing and simulating catastrophe risk bonds in a Markov-dependent environment ⋮ An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity

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