Tang, Yifan; Wen, Conghua; Ling, Chengxiu; Zhang, Yuqing - In: Risks : open access journal 11 (2023) 8, pp. 1-19
and the CAT bond's high return, the multiple-event CAT bond may successfully transfer the catastrophe risk to the huge … analysis of pricing a three-event rainstorm CAT bond based on the resulting losses due to rainstorms in China during 2006 …-2020. Monte Carlo simulations are carried out to analyze the sensitivity of the rainstorm CAT bond price in trigger attachment …