The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (Q4567957)
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scientific article; zbMATH DE number 6892007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond |
scientific article; zbMATH DE number 6892007 |
Statements
The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (English)
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20 June 2018
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catastrophe bond
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catastrophe risk
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pricing formula
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optimal write-down coefficient
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hedge effectiveness rate
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