Pages that link to "Item:Q2314745"

The following pages link to Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745):

Displaying 2 items.

• Multiple-event catastrophe bond pricing based on CIR-copula-POT model (Q1727134) (← links)
• Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)