Pricing of Catastrophe Bond in Fuzzy Framework
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Publication:2829648
DOI10.1007/978-3-642-30278-7_12zbMath1348.91273OpenAlexW2232954195MaRDI QIDQ2829648
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Publication date: 8 November 2016
Published in: Towards Advanced Data Analysis by Combining Soft Computing and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-30278-7_12
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Related Items (2)
Valuing catastrophe bonds involving correlation and CIR interest rate model ⋮ Pricing of Catastrophe Bond in Fuzzy Framework
Cites Work
- Indifference prices of structured catastrophe (CAT) bonds
- Computing option price for Lévy process with fuzzy parameters
- Representation and application of fuzzy numbers
- Pricing European options based on the fuzzy pattern of Black-Scholes formula.
- Pricing and simulations of catastrophe bonds
- Modelling catastrophe claims with left-truncated severity distributions
- Pricing of Catastrophe Bond in Fuzzy Framework
- Aggregation of opinions using fuzzy numbers
- Market Price of Insurance Risk Implied by Catastrophe Derivatives
- Option pricing when underlying stock returns are discontinuous
- Fuzzy sets
- Catastrophe Risk Bonds
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