Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds (Q3569718): Difference between revisions

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Latest revision as of 23:10, 2 July 2024

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Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds
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    Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds (English)
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    21 June 2010
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    reinsurance
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    catastrophe bonds
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    risk neutral valuation
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    securitisation
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    fast Fourier transform
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    fractional fast Fourier transform
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