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

@@ Property / author @@
+Alexandros A. Zimbidis
@@ Property / author: Alexandros A. Zimbidis / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE
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@@ Property / cites work @@
+Pricing the Risk-Transfer financial Instruments via Monte Carlo Methods
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@@ Property / cites work @@
+Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
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@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
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@@ Property / full work available at URL @@
+https://doi.org/10.2143/ast.37.1.2020804
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+W3141713146
@@ Property / OpenAlex ID: W3141713146 / rank @@
+Normal rank