Pricing and Simulation for Extreme Flood Catastrophe Bonds
Year of publication: |
2013
|
---|---|
Authors: | Chen, Junfei ; Liu, Guiyun ; Yang, Liu ; Shao, Quanxi ; Wang, Huimin |
Published in: |
Water Resources Management. - Springer. - Vol. 27.2013, 10, p. 3713-3725
|
Publisher: |
Springer |
Subject: | Extreme flood disaster | Risk diversification | Catastrophe bond (CAT bond) | Non-life insurance actuarial science | Wang-double-factor model |
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