A generalized two-factor square-root framework for modeling occurrences of natural catastrophes
Year of publication: |
2022
|
---|---|
Authors: | Orlando, Giuseppe ; Bufalo, Michele |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 8, p. 1608-1622
|
Subject: | forecasting | model evaluation | natural catastrophes | selection | validation | Risikomodell | Risk model | Katastrophe | Disaster | Prognoseverfahren | Forecasting model | Theorie | Theory |
-
Why do few homeowners insure against natural catastrophe losses?
Antwi-Boasiako, Benjamin Addai, (2014)
-
Modeling catastrophic operational risk using a compound Neyman-Scott clustering model
Gara, Zied, (2018)
-
Bounding the Impact of Hazard Interdependence on Climate Risk
Hain, Linda Isabella, (2023)
- More ...
-
Interest rates calibration with a CIR model
Orlando, Giuseppe, (2019)
-
A new approach to forecast market interest rates through the CIR model
Orlando, Giuseppe, (2019)
-
Forecasting interest rates through Vasicek and CIR models : A partitioning approach
Orlando, Giuseppe, (2020)
- More ...