QMC techniques for CAT bond pricing * (Q4655039): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Hansjoerg Albrecher / rank | |||
| Property / author | |||
| Property / author: Hansjoerg Albrecher / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.197 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2052917875 / rank | |||
Normal rank | |||
Latest revision as of 00:46, 20 March 2024
scientific article; zbMATH DE number 2143453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QMC techniques for CAT bond pricing * |
scientific article; zbMATH DE number 2143453 |
Statements
QMC techniques for CAT bond pricing * (English)
0 references
10 March 2005
0 references
pricing of catastrophe bonds
0 references
infinite-dimensional integrands
0 references
quasi-Monte Carlo methods
0 references
variance-reduction algorithms
0 references
insurance linked securities
0 references
rare events
0 references
importance sampling
0 references
