The following pages link to Catastrophe Risk Bonds (Q5718133):
Displaying 30 items.
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- Valuation of catastrophe reinsurance with catastrophe bonds (Q2384452) (← links)
- Evaluation of credit value adjustment in K-forward (Q2404546) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827) (← links)
- Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
- Mortality options: the point of view of an insurer (Q2656991) (← links)
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- Pricing of Catastrophe Bond in Fuzzy Framework (Q2829648) (← 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)
- PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
- Market Price of Insurance Risk Implied by Catastrophe Derivatives (Q5022541) (← links)
- Securitization of Longevity Risk in Reverse Mortgages (Q5022551) (← links)
- Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
- (Q5158536) (← links)
- A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- Fair Value of Liabilities: The Financial Economics Perspective (Q5715843) (← links)
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (Q5715916) (← links)
