Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and simulating catastrophe risk bonds in a Markov-dependent environment |
scientific article |
Statements
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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