Pages that link to "Item:Q2384452"
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The following pages link to Valuation of catastrophe reinsurance with catastrophe bonds (Q2384452):
Displaying 13 items.
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Multiple-event catastrophe bond pricing based on CIR-copula-POT model (Q1727134) (← links)
- Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Pricing catastrophe options in discrete operational time (Q2518548) (← links)
- Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
- The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (Q4567957) (← links)
- An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
- Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)
