A characterization of CAT bond performance indices
Denis-Alexandre Trottier, Van Son Lai, Frédéric Godin
| Year of publication: |
2019
|
|---|---|
| Authors: | Trottier, Denis-Alexandre ; Lai, Van Son ; Godin, Frédéric |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 431-437
|
| Subject: | CAT bond Swiss Re indices | Catastrophe bonds | Regime-switching GARCH models | Anleihe | Bond | Risikomodell | Risk model | ARCH-Modell | ARCH model | Katastrophe | Disaster | Schweiz | Switzerland | Wirtschaftsindikator | Economic indicator | Rückversicherung | Reinsurance | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Öffentliche Anleihe | Public bond | Insurance-Linked Securities | Insurance-linked securities | Elementarschadenversicherung | Natural disaster insurance | Verbriefung | Securitization | Katastrophenschaden | Disaster damage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.06.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012388359