Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (Q3632835): Difference between revisions

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-Alexandros A. Zimbidis
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+Alexandros A. Zimbidis
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+Normal rank
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+MaRDI publication profile
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+PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE
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+Pricing the Risk-Transfer financial Instruments via Monte Carlo Methods
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+Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Publication:3632835