Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (Q3632835): Difference between revisions
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| Property / cites work: PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE / rank | |||
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| Property / cites work: Pricing the Risk-Transfer financial Instruments via Monte Carlo Methods / rank | |||
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| Property / cites work: Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples / rank | |||
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| Property / cites work: Sur la distribution limite du terme maximum d'une série aléatoire / rank | |||
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| Property / full work available at URL: https://doi.org/10.2143/ast.37.1.2020804 / rank | |||
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| Property / OpenAlex ID: W3141713146 / rank | |||
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Latest revision as of 10:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds |
scientific article |
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Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (English)
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15 June 2009
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