The optimal write-down coefficients in a percentage for a catastrophe bond
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Publication:4567957
Recommendations
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Cites work
- A linear regression approach to modeling mortality rates of different forms
- Catastrophe Risk Bonds
- Indifference prices of structured catastrophe (CAT) bonds
- Key q-duration: a framework for hedging longevity risk
- Longevity Risk and Capital Markets: The 2012–2013 Update
- Measuring Basis Risk in Longevity Hedges
- Pricing and simulations of catastrophe bonds
- Pricing catastrophe risk bonds: a mixed approximation method
- Pricing of zero-coupon and coupon cat bonds
- Valuation of catastrophe reinsurance with catastrophe bonds
- Valuing catastrophe bonds by Monte Carlo simulations
Cited in
(4)- Statistical and machine learning approaches for the minimization of trigger errors in parametric earthquake catastrophe bonds
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- Inverse problems to estimate market price of risk in catastrophe bonds
- Research on innovation and pricing of flood catastrophic bonds
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