Pricing catastrophe swaps: A contingent claims approach

By Alexander Braun. 2011

53 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3c26dfa30aee60df3fe8be3b2b10caa9d30787a3

Citations in the corpus

• Pricing in the Primary Market for Cat Bonds: New Empirical Evidence (2016, unknown): “In case a catastrophic event occurs 1For a comprehensive discussion of cat swap contracts refer to Braun (2011).”