Optimal choice between CAT bond and debt to cover the risks of natural disasters
Year of publication: |
2021
|
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Authors: | Sanou, Adama ; Soumaré, Issouf ; Fluet, Claude |
Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 31.2021, 1, p. 97-123
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Subject: | Fixed income and structured finance | tail risks | Theorie | Theory | Katastrophe | Disaster | Anleihe | Bond | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management | Risikomodell | Risk model | Finanzprodukt | Financial product | Strukturiertes Produkt | Structured product |
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