Valuation of catastrophe bonds (Q1578320)
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scientific article; zbMATH DE number 1496644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of catastrophe bonds |
scientific article; zbMATH DE number 1496644 |
Statements
Valuation of catastrophe bonds (English)
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19 September 2000
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risk securitization
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catastrophe bonds
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valuation procedure
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two factors utility
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expected return
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worst case return
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risk aversion
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subjective scale
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safety level
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two rules approach
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0.8573418259620667
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0.8335575461387634
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0.8165489435195923
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0.8111148476600647
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0.7951101064682007
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