Modeling Multiple-event Catastrophe Bond Prices Involving the Trigger Event Correlation, Interest, and Inflation Rates

Modeling Multiple-event Catastrophe Bond Prices Involving the Trigger Event Correlation, Interest, and Inflation Rates

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Bibliographic Details
Main Authors: Sukono, Riza Andrian Ibrahim, Moch Panji Agung Saputra, Yuyun Hidayat, Hafizan Juahir, Igif Gimin Prihanto, Nurfadhlina Binti Abdul Halim
Format: journal::journal article
Language:en_US
Published: MDPI 2024
Subjects:
multiple-event catastrophe bond; trigger event correlation rate; interest rate; inflation rate; copula; integrated autoregressive vector
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