Pricing cataastrophe bonds with multistage stochastic programming
Nick Georgiopoulos
| Year of publication: |
July 2017
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|---|---|
| Authors: | Georgiopoulos, Nick |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 14.2017, 3, p. 297-312
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| Subject: | Catastrophe bonds | Reinsurance | Stochastic programming | Insurance linked securities | Stochastischer Prozess | Stochastic process | Rückversicherung | Anleihe | Bond | Theorie | Theory | Versicherung | Insurance | Risikomodell | Risk model | Mathematische Optimierung | Mathematical programming | Katastrophe | Disaster | Insurance-Linked Securities | Insurance-linked securities | Verbriefung | Securitization | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-017-0277-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011710821