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机译:极端洪水巨灾债券的定价和模拟
State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering, Hohai University, Nanjing, Jiangsu Province, China,Business School, Hohai University, Nanjing, Jiangsu Province, China,CSIRO Mathematics, Informatics and Statistics, Private Bag No. 5, Wembley, WA 6913, Australia;
State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering, Hohai University, Nanjing, Jiangsu Province, China,Business School, Hohai University, Nanjing, Jiangsu Province, China;
State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering, Hohai University, Nanjing, Jiangsu Province, China,Business School, Hohai University, Nanjing, Jiangsu Province, China;
State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering, Hohai University, Nanjing, Jiangsu Province, China,CSIRO Mathematics, Informatics and Statistics, Private Bag No. 5, Wembley, WA 6913, Australia;
State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering, Hohai University, Nanjing, Jiangsu Province, China;
Extreme flood disaster; Risk diversification; Catastrophe bond (CAT bond); Non-life insurance actuarial science; Wang-double-factor model;
机译:巨灾债券的定价和模拟
机译:互补复合截断泊松-威布尔分布,为极端地震的巨灾债券定价
机译:地中海桑给克巨灾洪水(5.33 Ma)的计算流体动力学模拟
机译:基于蒙特卡罗模拟的洪水保险债券定价
机译:一,对VaR估计中极值理论方法的实证研究。二。极值理论和巨灾衍生产品的定价。三,通过应用到亚洲新兴金融市场来衡量尾巴行为的变化。
机译:非平稳洪水频率模型对极端洪水城市化影响的检测与归因
机译:通过极值理论建模地震风险,并定价各自的灾难债券