Pricing the Risk-Transfer financial Instruments via Monte Carlo Methods
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Publication:4658600
DOI10.1080/0232929031000150382zbMath1057.91047MaRDI QIDQ4658600
Publication date: 18 March 2005
Published in: Systems Analysis Modelling Simulation (Search for Journal in Brave)
Full work available at URL: http://pure.iiasa.ac.at/id/eprint/6722/1/IR-02-065.pdf
Monte Carlo method; simulations; stochastic equation; present value; catastrophe bond; pseudocode algorithm
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Uses Software