Calibrating CAT bonds for Mexican earthquakes
Year of publication: |
2007
|
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Authors: | Härdle, Wolfgang Karl ; Cabrera, Brenda López |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Naturkatastrophe | Risiko | Anleihe | Rückversicherung | Erdbeben | Wertpapieranalyse | Börsenkurs | Stochastischer Prozess | Mexiko | CAT bonds | Reinsurance | Earthquakes | Doubly Stochastic Poisson Process | Trigger mechanism |
Series: | SFB 649 Discussion Paper ; 2007-037 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 558559034 [GVK] hdl:10419/25209 [Handle] RePEc:zbw:sfb649:sfb649dp2007-037 [RePEc] |
Classification: | G19 - General Financial Markets. Other ; G29 - Financial Institutions and Services. Other ; N26 - Latin America; Caribbean ; N56 - Latin America; Caribbean ; Q29 - Renewable Resources and Conservation; Environmental Management. Other ; Q54 - Climate; Natural Disasters |
Source: |
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Calibrating CAT bonds for Mexican earthquakes
Härdle, Wolfgang, (2007)
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Calibrating CAT bonds for Mexican earthquakes
Härdle, Wolfgang, (2007)
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Calibrating CAT Bonds for Mexican Earthquakes
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Calibration of Parametric CAT Bonds. A Case Study of Mexican Earthquakes
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Calibrating CAT bonds for Mexican earthquakes
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Calibration of parametric CAT bonds : a case study of Mexican earthquakes
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