A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives
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Cited by:
- Riza Andrian Ibrahim & Sukono & Herlina Napitupulu & Rose Irnawaty Ibrahim, 2023. "How to Price Catastrophe Bonds for Sustainable Earthquake Funding? A Systematic Review of the Pricing Framework," Sustainability, MDPI, vol. 15(9), pages 1-19, May.
- Lorilee A. Medders & Steven L. Schwarcz, 2022. "Securitizing pandemic‐risk insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(4), pages 551-583, December.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2022-06-20 (Financial Markets)
- NEP-RMG-2022-06-20 (Risk Management)
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