SMEAL WIKI

CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION

Qihe Tang, Zhongyi Yuan
Year2019
VenueAstin Bulletin
Typearticle
Citations36
DOI10.1017/asb.2019.11
OpenAlexW2940603490

Topics

Insurance and Financial Risk ManagementMeasure (data warehouse)BondProduct (mathematics)Bond valuationRisk-neutral measure