Pricing of zero-coupon and coupon cat bonds (Q4829386): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.4064/am30-3-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2068914378 / rank | |||
Normal rank | |||
Latest revision as of 15:33, 19 March 2024
scientific article; zbMATH DE number 2120087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of zero-coupon and coupon cat bonds |
scientific article; zbMATH DE number 2120087 |
Statements
Pricing of zero-coupon and coupon cat bonds (English)
0 references
29 November 2004
0 references
catastrophe bond
0 references
doubly stochastic Poisson process
0 references
loss distribution
0 references
non-arbitrage price
0 references
nonparametric tests
0 references
