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  • On Basis Risk in Extreme Mortality CAT Bonds
    On Basis Risk in Extreme Mortality CAT Bonds This abstract describes a paper that proposes a method ... method to measure basis risk of extreme mortality CAT bonds. 6442453300 2/1/2014 12:00:00 AM ...

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    • Authors: Sui Sum Rosena Chan, Xuemiao Hao
    • Date: Feb 2014
  • A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Sub exponential Tails
    exponential Tails This paper studies the tail probability of discounted aggregate claims in a continuous-time ... renewal model. For the case that the common claim-size distribution is subexponential, the authors obtain ...

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    • Authors: Xuemiao Hao, Application Administrator
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Stochastic models