Haerdle, Wolfgang; Cabrera, Brenda Lopez - 2007
examines the calibration of a realparametric CAT bond for earthquakes that was sponsored by the Mexicangovernment. The … calibration of the CAT bond is based on the estimation ofthe intensity rate that describes the earthquake process from the two … affect the valueof the losses caused by earthquakes, e.g. magnitude, depth, city impact,etc., we also derive the price of a …