Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739)
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scientific article; zbMATH DE number 6844014
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| English | Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making |
scientific article; zbMATH DE number 6844014 |
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Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (English)
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27 February 2018
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catastrophe bonds
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stochastic processes
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Monte-Carlo simulations
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Vasicek model
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automated decision making
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fuzzy numbers
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0.8574586510658264
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0.8199248909950256
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0.7979364395141602
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0.7975962162017822
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0.7918777465820312
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