Pricing catastrophe bonds with multistage stochastic programming (Q1789618)

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scientific article; zbMATH DE number 6950387
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    Pricing catastrophe bonds with multistage stochastic programming
    scientific article; zbMATH DE number 6950387

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      Pricing catastrophe bonds with multistage stochastic programming (English)
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      10 October 2018
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      catastrophe bonds
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      reinsurance
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      stochastic programming
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      insurance linked securities
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