Pages that link to "Item:Q4655039"
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The following pages link to QMC techniques for CAT bond pricing * (Q4655039):
Displaying 4 items.
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)