Catastrophe Bond and Risk Modeling: A Review and Calibration Using Chinese Earthquake Loss Data

著录项

• 来源
  《Human and ecological risk assessment》 |2010年第3期|P.510-523|共14页
• 作者

  Desheng Wu; Yingying Zhou;

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• 作者单位

  RiskLab, 1 Spadina Crescent, University of Toronto, Toronto, ON, Canada M5S 3G8;

  rnSchool of Management Science, Advanced Science and Technology, Dalian University of Technology, Dalian, Liaoning, China;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  catastrophe bonds; earthquake; loss data; jump diffusion; markov chain monte carlo;

  机译：巨灾债券地震;损失数据;跳跃扩散马可夫链蒙特卡洛;