A characterization of CAT bond performance indices
Year of publication: |
2019
|
---|---|
Authors: | Trottier, Denis-Alexandre ; Lai, Van Son ; Godin, Frédéric |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 431-437
|
Subject: | CAT bond Swiss Re indices | Catastrophe bonds | Regime-switching GARCH models | Risikomodell | Risk model | Anleihe | Bond | ARCH-Modell | ARCH model | Katastrophe | Disaster | Schweiz | Switzerland | Wirtschaftsindikator | Economic indicator | Theorie | Theory |
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