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Developments in Insurance Mathematics

  • Klüppelberg C
Springer Berlin Heidelberg, (2001), 703-722
DOI: 10.1007/978-3-642-56478-9_36
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Abstract

… As an example we treat the Winterthur convertible catastrophe (,CAT') bond. To determine the price of this bond one 705 … 2.1 Catastrophe Bonds The coupon and principal payment of a catastrophe bond depend on the per- formance of a pool or index of natural catastrophe risk …

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Klüppelberg, C. (2001). Developments in Insurance Mathematics. In Mathematics Unlimited — 2001 and Beyond (pp. 703–722). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-56478-9_36

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