QMC techniques for CAT bond pricing * (Q4655039)
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scientific article; zbMATH DE number 2143453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QMC techniques for CAT bond pricing * |
scientific article; zbMATH DE number 2143453 |
Statements
QMC techniques for CAT bond pricing * (English)
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10 March 2005
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pricing of catastrophe bonds
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infinite-dimensional integrands
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quasi-Monte Carlo methods
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variance-reduction algorithms
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insurance linked securities
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rare events
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importance sampling
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