Pricing Catastrophe Options with Stochastic Interest Rates and Compound Poisson Losses

Pricing Catastrophe Options with Stochastic Interest Rates and Compound Poisson Losses

Jin Yunguo, Zhong Shouming

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PDF(514 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2015, Vol. 31 ›› Issue (4) : 395-410.

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Pricing Catastrophe Options with Stochastic Interest Rates and Compound Poisson Losses

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2015, 31(4): 395-410

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