The optimal write-down coefficients in a percentage for a catastrophe bond (Q4567957)
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scientific article; zbMATH DE number 6892007
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| 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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0.7872849702835083
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0.7488397359848022
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0.7471026182174683
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0.7268472909927368
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0.7007007598876953
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