Evaluation of Portfolio of Financial and Insurance Instruments: Simulation of Uncertainty

DOI10.1007/978-3-642-22884-1_17zbMath1418.91485OpenAlexW10172673MaRDI QIDQ4558812

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Publication date: 30 November 2018

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22884-1_17

zbMATH Keywords

natural catastrophecatastrophe riskinsurance contractcoupon bondinsurance instrument

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Valuing catastrophe bonds involving correlation and CIR interest rate model ⋮ Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making

Cites Work

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• Computing option price for Lévy process with fuzzy parameters
• Hedging strategies using catastrophe insurance options
• Problems on insurance of catastrophic risks
• Fuzzy statistics.
• Market Price of Insurance Risk Implied by Catastrophe Derivatives

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