Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
CAT bonds, simulation of risk processes and ruin probability approximation, the book does not only offer practitioners …-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … the Scale in the Gamma Family.- Pricing of Catastrophe (CAT) Bonds.- Extreme Value Theory - Modeling and Financial …