QMC techniques for CAT bond pricing * (Q4655039)

From MaRDI portal
Revision as of 16:47, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 2143453
Language Label Description Also known as
English
QMC techniques for CAT bond pricing *
scientific article; zbMATH DE number 2143453

    Statements

    title
    QMC techniques for CAT bond pricing * (English)
    0 references
    author
    Jürgen Hartinger
    0 references
    Robert F. Tichy
    0 references
    Hansjoerg Albrecher
    0 references
    publication date
    10 March 2005
    0 references
    zbMATH Keywords
    pricing of catastrophe bonds
    0 references
    infinite-dimensional integrands
    0 references
    quasi-Monte Carlo methods
    0 references
    variance-reduction algorithms
    0 references
    insurance linked securities
    0 references
    rare events
    0 references
    importance sampling
    0 references

    Identifiers

    zbMATH DE Number
    2143453
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4655039&oldid=28811085"
    Powered by MediaWiki