Calibrating CAT Bonds for Mexican Earthquakes-Reference-Cited by-同舟云学术

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Calibrating CAT Bonds for Mexican Earthquakes

Published:2010-04-02 Issue:3 Volume:77 Page:625-650
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:

Author:

Härdle Wolfgang Karl,Cabrera Brenda López

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2010.01355.x/fullpdf

Reference41 articles.

1. Analyzing Insurance-Linked Securities;Anderson;Journal of Finance,2000

2. Hybrid CAT-Bonds;Barrieu;Journal of Risk and Insurance

3. Pricing of CAT Bonds;Baryshnikov;Preprint,2001

4. Pricing of Zero-Coupon and Coupon CAT Bonds;Burnecki;Applied Mathematics,2003

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1. Robust Modeling of Earthquake Catastrophe Risk for Insurance: An Integrated Approach Incorporating Active Faults and an Epidemic-Type Model;ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering;2024-12

2. Pricing of insurance-linked securities: a multi-peril approach;Journal of Mathematics in Industry;2024-07-31

3. Effect of earthquake sequences on risk‐based catastrophe bond pricing;Risk Analysis;2024-03-10

4. Earthquake Bond Pricing Model Involving the Inconstant Event Intensity and Maximum Strength;Mathematics;2024-03-07

5. Inter-occurrence probability models for pricing earthquake catastrophe bonds: A literature review;AIP Conference Proceedings;2024

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