Pricing of Catastrophe Bonds

Krzysztof Burnecki, Grzegorz Kukla and David Taylor

Chapter 4 in Statistical Tools for Finance and Insurance, 2005, pp 93-114 from Springer

Keywords: Poisson Point Process; Bond Price; Defaultable Bond; Mortgage Insurance; Catastrophe Insurance (search for similar items in EconPapers)
Date: 2005
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Chapter: Pricing of catastrophe bonds (2011)
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DOI: 10.1007/3-540-27395-6_4

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