Härdle, Wolfgang (contributor); … - 2007
. This paper examines the calibration of a real parametric CAT bond for earthquakes that was sponsored by the Mexican … variables can affect the value of the losses caused by earthquakes, e.g. magnitude, depth, city impact, etc., we also derive the … price of a hypothetical modeled-index (zero) coupon CAT bond for earthquakes, which is based on a compound doubly stochastic …