Pricing Multi-Event-Triggered Catastrophe Bonds Based on a Copula–POT Model
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- Junfei Chen & Guiyun Liu & Liu Yang & Quanxi Shao & Huimin Wang, 2013. "Pricing and Simulation for Extreme Flood Catastrophe Bonds," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(10), pages 3713-3725, August.
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