Pages that link to "Item:Q2879024"
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The following pages link to Valuing clustering in catastrophe derivatives (Q2879024):
Displaying 4 items.
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745) (← links)
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)
