CAT bond spreads via HARA utility and nonparametric tests

Denis-Alexandre Trottier, Van Son Lai, and Anne-Sophie Charest

Year of publication:	2018
Authors:	Trottier, Denis-Alexandre ; Lai, Van Son ; Charest, Anne-Sophie
Published in:	The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 28.2018, 1, p. 75-99
Subject:	Insurance-Linked Securities \| Insurance-linked securities \| Preismanagement \| Pricing strategy \| Risikopräferenz \| Risk attitude \| Theorie \| Theory \| Schätzung \| Estimation \| 1997-2015

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