Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making.

Piotr Nowak Maciej Romaniuk

Published in: Soft Comput. (2017)

Keyphrases

decision making
computational model
experimental data
statistical model
goal programming
high level
formal model
mathematical model
fuzzy linear programming
theoretical framework
probabilistic model
data mining
decision support system
management system
objective function
mechanism design
data sets