SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Pricing catastrophe risk bonds: A mixed approximation method · Study

ArticleShelves

ArticlePricing catastrophe risk bonds: A mixed approximation method

Zonggang Ma2013

Article2013

Pricing catastrophe risk bonds: A mixed approximation method

Zonggang Ma · Chaoqun Ma

81 citations·0/0 files stored·Insurance Mathematics and Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Insurance and Financial Risk Management Stochastic processes and financial applications Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 81 citations exist upstream.

References

1983Simulation Modeling and Analysis.1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 1976Option pricing when underlying stock returns are discontinuous 1981ON THE VALIDATION OF MODELS 1999Simulation modeling and analysis 2003Stochastic Differential Equations 1993Dynamic Asset Pricing Theory.

Cited by

2016Valuing catastrophe bonds involving correlation and CIR interest rate model

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006Valuation of catastrophe reinsurance with catastrophe bondsarticle · 7 shared references 2010Calibrating CAT Bonds for Mexican Earthquakesarticle · 7 shared references 2012Pricing and simulations of catastrophe bondsarticle · 6 shared references 2014The Valuation of Catastrophe Bonds with Exposure to Currency Exchange Riskarticle · 6 shared references 2009The Development Dimensionother · 6 shared references 2015Pricing in the Primary Market for Cat Bonds: New Empirical Evidencearticle · 5 shared references

Details

Year2013

Typearticle

Published2013-01-14

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations81

Files0 public / 0

ShelfInsurance and Financial Risk Management

Identifiers

doi10.1016/j.insmatheco.2012.12.007

openalex_workW2062864017

Links

Imported from OpenAlex (CC0) — nothing here is generated.