Pricing and Simulating Catastrophe Risk Bonds in a Markov-dependent Environment

Jia Shao, Apostolos Papaioannou, Athanasios Pantelous

Research output: Contribution to journalArticlepeer-review

16 Citations (Scopus)
256 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Pricing and Simulating Catastrophe Risk Bonds in a Markov-dependent Environment'. Together they form a unique fingerprint.

Social Sciences

Earth and Planetary Sciences

Economics, Econometrics and Finance