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 modelFile in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14247/8394