Pricing catastrophe bonds under safety constraints
Year of publication: |
2012
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Authors: | Liu, Shuo ; Han, Liyan |
Published in: |
Managing safety of heterogeneous systems : decisions under uncertainties and risks ; [contributions to this volume are based on selected presentations at the CwU 2009 workshop.]. - Heidelberg [u.a.] : Springer, ISBN 978-3-642-22883-4. - 2012, p. 367-378
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Subject: | Theorie | Theory | Elementarschadenversicherung | Natural disaster insurance | Finanzanalyse | Financial analysis | Anleihe | Bond | Derivat | Derivative |
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