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

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Revision as of 23:49, 18 July 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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