Pages that link to "Item:Q2442520"

The following pages link to Pricing catastrophe risk bonds: a mixed approximation method (Q2442520):

Displaying 13 items.

• Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
• Valuing catastrophe bonds involving credit risks (Q1718656) (← links)
• Multiple-event catastrophe bond pricing based on CIR-copula-POT model (Q1727134) (← links)
• Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
• Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
• Cyber loss distribution fitting: a general framework towards cyber bonds and their pricing models (Q2690436) (← links)
• Sensitivity Analysis of Catastrophe Bond Price Under the Hull–White Interest Rate Model (Q2960558) (← 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)
• Estimating a tail of the mixture of log-normal and inverse Gaussian distribution (Q4576759) (← links)
• (Q5158536) (← links)
• A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
• CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)