Pricing catastrophe risk bonds : a mixed approximation method
Year of publication: |
2013
|
---|---|
Authors: | Ma, Zong-gang ; Ma, Chao-qun |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 243-254
|
Subject: | Theorie | Theory | Risikomodell | Risk model | Katastrophe | Disaster | Anleihe | Bond | Elementarschadenversicherung | Natural disaster insurance | Risiko | Risk |
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