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Sensitivity analysis of catastrophe bond price under the Hull-White interest rate model. (English) Zbl 1356.91088

Silvestrov, Sergei (ed.) et al., Engineering mathematics I. Electromagnetics, fluid mechanics, material physics and financial engineering. Cham: Springer (ISBN 978-3-319-42081-3/hbk; 978-3-319-42082-0/ebook). Springer Proceedings in Mathematics & Statistics 178, 301-314 (2016).
MSC:  91G20 91B30 60H30 60H07
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Pricing of catastrophe bond in fuzzy framework. (English) Zbl 1348.91273

Borgelt, Christian (ed.) et al., Towards advanced data analysis by combining soft computing and statistics. Berlin: Springer (ISBN 978-3-642-30277-0/hbk; 978-3-642-30278-7/ebook). Studies in Fuzziness and Soft Computing 285, 137-150 (2013).
MSC:  91G20 91B30
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