Risk-based CAT bond pricing considering parameter uncertainties
Author:
Affiliation:
1. Department of Civil, Environmental and Architectural Engineering, University of Padova, Padova, Italy
2. Department of Civil and Environmental Engineering, University of Illinois at Urbana-Champaign, Urbana, IL, USA
Publisher
Informa UK Limited
Subject
Safety, Risk, Reliability and Quality,Building and Construction,Geography, Planning and Development,Civil and Structural Engineering
Link
https://www.tandfonline.com/doi/pdf/10.1080/23789689.2019.1667116
Reference39 articles.
1. Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
2. Pricing of catastrophe bonds
3. A Theory of the Term Structure of Interest Rates
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