Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739): Difference between revisions

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Latest revision as of 04:45, 11 December 2024

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Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making
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    Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (English)
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    27 February 2018
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    catastrophe bonds
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    stochastic processes
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    Monte-Carlo simulations
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    Vasicek model
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    automated decision making
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    fuzzy numbers
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