CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS     2015 31 (4):  395-410    ISSN: 1001-4268:  CN: 31-1256 / O1 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