Pricing of zero-coupon and coupon cat bonds (Q4829386)
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scientific article; zbMATH DE number 2120087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of zero-coupon and coupon cat bonds |
scientific article; zbMATH DE number 2120087 |
Statements
Pricing of zero-coupon and coupon cat bonds (English)
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29 November 2004
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catastrophe bond
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doubly stochastic Poisson process
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loss distribution
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non-arbitrage price
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nonparametric tests
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