Analyzing and predicting cat bond premiums: a financial loss premium principle and extreme value modeling (Q5745198)
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scientific article; zbMATH DE number 6880935
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| English | Analyzing and predicting cat bond premiums: a financial loss premium principle and extreme value modeling |
scientific article; zbMATH DE number 6880935 |
Statements
ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (English)
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5 June 2018
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CAT bonds
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conditional tail expectation
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extreme value theory
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financial crisis
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financial loss principle
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0.7896385788917542
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0.7607033252716064
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0.7569746971130371
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0.754772961139679
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0.7439559698104858
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