Pricing of Catastrophe Bond in Fuzzy Framework (Q2829648)

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Language	Label	Description	Also known as
English	Pricing of Catastrophe Bond in Fuzzy Framework	scientific article

Statements

scholarly article

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Pricing of Catastrophe Bond in Fuzzy Framework (English)

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Towards Advanced Data Analysis by Combining Soft Computing and Statistics

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publication date

8 November 2016

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-642-30278-7_12

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Modelling catastrophe claims with left-truncated severity distributions

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Catastrophe Risk Bonds

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Indifference prices of structured catastrophe (CAT) bonds

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Representation and application of fuzzy numbers

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Aggregation of opinions using fuzzy numbers

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Option pricing when underlying stock returns are discontinuous

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Market Price of Insurance Risk Implied by Catastrophe Derivatives

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Pricing of Catastrophe Bond in Fuzzy Framework

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Pricing and simulations of catastrophe bonds

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Computing option price for Lévy process with fuzzy parameters

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Pricing European options based on the fuzzy pattern of Black-Scholes formula.

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Identifiers

zbMATH Open document ID

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10.1007/978-3-642-30278-7_12

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2829648

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