Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Imprecise Approaches to Analysis of Insurance Portfolio with Catastrophe Bond

From MaRDI portal
Publication:6485129
Jump to:navigation, search

DOI10.1007/978-3-030-50153-2_1MaRDI QIDQ6485129

MacIej Romaniuk

Publication date: 6 December 2022

Published in: 1525.91154 (Search for Journal in Brave)





Mathematics Subject Classification ID

Portfolio theory (91G10) Actuarial mathematics (91G05)




Recommendations

  • Title not available (Why is that?) πŸ‘ πŸ‘Ž
  • Title not available (Why is that?) πŸ‘ πŸ‘Ž
  • Pricing and simulating catastrophe risk bonds in a Markov-dependent environment πŸ‘ πŸ‘Ž
  • Pricing catastrophe bonds with multistage stochastic programming πŸ‘ πŸ‘Ž
  • Pricing and simulations of catastrophe bonds πŸ‘ πŸ‘Ž
  • Pricing catastrophe risk bonds: a mixed approximation method πŸ‘ πŸ‘Ž
  • Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds πŸ‘ πŸ‘Ž
  • ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING πŸ‘ πŸ‘Ž





This page was built for publication: Imprecise Approaches to Analysis of Insurance Portfolio with Catastrophe Bond

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6485129)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6485129&oldid=37941838"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 28 November 2024, at 15:33.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki