Pricing of zero-coupon and coupon cat bonds (Q4829386)
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scientific article; zbMATH DE number 2120087
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing of zero-coupon and coupon cat bonds |
scientific article; zbMATH DE number 2120087 |
Statements
Pricing of zero-coupon and coupon cat bonds (English)
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29 November 2004
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catastrophe bond
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doubly stochastic Poisson process
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loss distribution
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non-arbitrage price
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nonparametric tests
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0.88878304
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0.8651432
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0.8593488
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0.8586459
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0.8553315
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0.85481846
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0.85348004
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0.84949005
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