Pages that link to "Item:Q4829386"
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The following pages link to Pricing of zero-coupon and coupon cat bonds (Q4829386):
Displaying 13 items.
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Sensitivity Analysis of Catastrophe Bond Price Under the Hull–White Interest Rate Model (Q2960558) (← links)
- Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
- The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (Q4567957) (← links)
- (Q5158536) (← links)
- Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)
- Inverse problems to estimate market price of risk in catastrophe bonds (Q6646215) (← links)
