Modeling Multiple-Event Catastrophe Bond Prices Involving the Trigger Event Correlation, Interest, and Inflation Rates

The issuance of multiple-event catastrophe bonds (MECBs) has the potential to increase in the next few years. This is due to the increasing trend in the frequency of global catastrophes, which makes single-event catastrophe bonds (SECBs) less relevant. However, there are obstacles to issuing MECBs s...

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Bibliografiset tiedot

Päätekijät:	Sukono, Riza Andrian Ibrahim, Moch Panji Agung Saputra, Yuyun Hidayat, Hafizan Juahir, Igif Gimin Prihanto, Nurfadhlina Binti Abdul Halim
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	MDPI AG 2022-12-01
Sarja:	Mathematics
Aiheet:	multiple-event catastrophe bond trigger event correlation rate interest rate inflation rate copula integrated autoregressive vector
Linkit:	https://www.mdpi.com/2227-7390/10/24/4685
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