Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds (Q3569718)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds |
scientific article |
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Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds (English)
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21 June 2010
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reinsurance
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catastrophe bonds
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risk neutral valuation
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securitisation
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fast Fourier transform
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fractional fast Fourier transform
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