Pricing pandemic bonds under hull-white & stochastic logistic growth model
Year of publication: |
2023
|
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Authors: | Manathunga, Vajira ; Deng, Linmiao |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 9, Art.-No. 155, p. 1-28
|
Subject: | pandemic bond | stochastic logistic growth model | CAT bond | Hull–White model | Weibulldistribution | trigger events | World Bank | COVID-19 | epidemic modeling | Coronavirus | Epidemie | Epidemic | Anleihe | Bond | Wachstumstheorie | Growth theory | Stochastischer Prozess | Stochastic process |
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