Study on optimal discount coefficient of multi-event catastrophe bonds under risk feedback conditions (Q5075211)
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scientific article; zbMATH DE number 7524818
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| English | Study on optimal discount coefficient of multi-event catastrophe bonds under risk feedback conditions |
scientific article; zbMATH DE number 7524818 |
Statements
10 May 2022
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CAT bonds
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risk feedback
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multi-events trigger
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Monte Carlo simulation
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hedging efficiency
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discount coefficient
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0.7872849702835083
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0.7368529438972473
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0.7343136668205261
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0.7251814603805542
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