Login / Signup
Pricing and simulating catastrophe risk bonds in a Markov-dependent environment.
Jia Shao
Apostolos D. Papaioannou
Athanasios A. Pantelous
Published in:
Appl. Math. Comput. (2017)
Keyphrases
</>
real time
decision making
markov chain
markov model
data sets
risk management
database
neural network
case study
autonomous agents
risk factors
risk analysis
risk averse
risk measures