Pricing of reinsurance contracts in the presence of catastrophe bonds (Q3569718)
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scientific article; zbMATH DE number 5723981
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| English | Pricing of reinsurance contracts in the presence of catastrophe bonds |
scientific article; zbMATH DE number 5723981 |
Statements
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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0.809442937374115
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0.8042280077934265
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0.8004997968673706
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0.7992017269134521
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0.7978000044822693
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