Improving CAT bond pricing models via machine learning
Tobias Götze, Marc Gürtler, Eileen Witowski
| Year of publication: |
2020
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|---|---|
| Authors: | Götze, Tobias ; Gürtler, Marc ; Witowski, Eileen |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 5, p. 428-446
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| Subject: | CAT bond | Machine learning | Linear regression | Risk premium | Künstliche Intelligenz | Artificial intelligence | Risikoprämie | Anleihe | Bond | Risikomodell | Risk model | Katastrophe | Disaster | Portfolio-Management | Portfolio selection | CAPM | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-020-00167-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012292867