Multiple-Trigger Catastrophe Bond Pricing Model and Its Simulation Using Numerical Methods
Investor interest in single-trigger catastrophe bonds (STCB) has the potential to decline in the future. It is triggered by the increasing trend of global catastrophe loss and intensity every year, which increases the probability that a claim of STCB will occur. To increase investor interest again,...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2022-04-01
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| Series: | Mathematics |
| Assuntos: | |
| Acceso en liña: | https://www.mdpi.com/2227-7390/10/9/1363 |
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