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Catastrophe Risk Bonds
catastrophe occurs} ~- {u, +} {interest rate goes up, no catastrophe occurs} = {u, -} (13) {interest ... such as is shown in figure 3. Figure 3 ~ {u, +} {u, -} {a,+} {a, -} Tile values at time 1 of the ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods
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Environment and Financial Markets
clarity of the fundamental concepts, Crabbe et al., (2000) crucial for making decisions. Further critique ... maximize ∫ 1 0 (X(s) ∧ k)ds which is the global goal! Here k is the maximum capacity and X(s) a diffusion ...- Authors: Wojciech Szatzschneider
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods