Catastrophe risk bonds with applications to earthquakes
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Publication:2356239
DOI10.1007/S13385-015-0104-9zbMATH Open1329.91076OpenAlexW1975734822MaRDI QIDQ2356239FDOQ2356239
Authors: Jia Shao, Athanasios A. Pantelous, Apostolos D. Papaioannou 
Publication date: 29 July 2015
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-015-0104-9
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Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to environmental and related topics (62P12)
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Cited In (13)
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- Statistical and machine learning approaches for the minimization of trigger errors in parametric earthquake catastrophe bonds
- Valuing catastrophe bonds involving credit risks
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION
- Valuation of catastrophe reinsurance with catastrophe bonds
- Data Breach CAT Bonds: Modeling and Pricing
- Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds
- Pricing of insurance-linked securities: a multi-peril approach
- Multiple-event catastrophe bond pricing based on CIR-copula-POT model
- Aspects of the theory of financial risk management for natural disasters
- Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application
- Catastrophe Risk Bonds
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