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Risk Analysis of Catastrophe Bonds from the Perspective of Investors
reserve process (U(t))t≥0 is defined as U(t) = u + ct − N(t)∑ i=1 Xi , t ≥ 0, where u ≥ 0 stands for ... claims X1 + · · ·+ XN(t) up to time t. Redefining (U(t))t≥0 as wealth process for catastrophe bond investors ...- Authors: Thomas Nowak
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Investors' Perspective Risk Analysis of Catastrophe Bonds
Investors' Perspective Risk Analysis of Catastrophe Bonds This abstract describes a paper ... Catastrophe bonds were introduced in the mid 1990’s in order to securitize low frequency high severity ...- Authors: Thomas Nowak
- Date: Feb 2014