Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100): Difference between revisions

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Property / DOI: 10.1016/j.amc.2017.03.041 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.amc.2017.03.041 / rank
 
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Latest revision as of 07:02, 11 December 2024

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Pricing and simulating catastrophe risk bonds in a Markov-dependent environment
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    Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (English)
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    29 March 2019
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    catastrophe risk bond
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    Markov-dependent environment
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    Monte Carlo simulation
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    pricing CAT bond
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