The main purpose of this work is to find a proper way to evaluate the catastrophe risk and to price CAT bonds. In other do so , we will do a presentation of catastrophe risk and instruments used to hedge this risk such as CAT bonds.Next we will do state of the differents pricing approaches and use available data to implement the calibrated model

Evaluating Catastrophe Risk and CAT Bonds Pricing Methods.

Ngouffo Zangue, Jaures Poppo
2016/2017

Abstract

The main purpose of this work is to find a proper way to evaluate the catastrophe risk and to price CAT bonds. In other do so , we will do a presentation of catastrophe risk and instruments used to hedge this risk such as CAT bonds.Next we will do state of the differents pricing approaches and use available data to implement the calibrated model
2016-07-01
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14247/8394