Statistical and machine learning approaches for the minimization of trigger errors in parametric earthquake catastrophe bonds
DOI10.2436/20.8080.02.64zbMATH Open1386.91079OpenAlexW2783760513MaRDI QIDQ4606120FDOQ4606120
Authors: Laura Calvet, Madeleine Lopeman, Jesica De Armas, Guillermo Franco, Angel A. Juan 
Publication date: 1 March 2018
Full work available at URL: https://ddd.uab.cat/pub/sort/sort_a2017m7-12v41n2/sort_a2017m7-12v41n2p373.pdf
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Cites Work
Cited In (4)
- The optimal write-down coefficients in a percentage for a catastrophe bond
- Study on optimal discount coefficient of multi-event catastrophe bonds under risk feedback conditions
- A biased-randomized algorithm for optimizing efficiency in parametric earthquake (re) insurance solutions
- Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues
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