CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST     2015 31 (4):  395-410    ISSN: 1001-4268:  CN: 31-1256

Pricing Catastrophe Options with Stochastic Interest Rates and Compound Poisson Losses
Jin Yunguo, Zhong Shouming
School of Mathematical Sciences, University of Electronic Science and Technology of China; Key Laboratory for Neuroinformation of Ministry Education, University of Electronic Science and Technology of China
Received null  Revised null  Online 2015-08-31
Reference  

Corresponding author: Jin Yunguo