Catastrophe bond spread and hurricane arrival frequency
Year of publication: |
2020
|
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Authors: | Chang, Carolyn C. W. ; Wang, Yu-Jen ; Yu, Min-Teh |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-11
|
Subject: | Catastrophe bonds | Climate variables forecasting approach | Negative binomial regression | Poisson regression | Price discovery function | Katastrophe | Disaster | Theorie | Theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Sturm | Storm | Anleihe | Bond | Schätzung | Estimation | Klimawandel | Climate change |
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