Pricing index-based catastrophe bonds: Part 1 Formulation and discretization issues using a numerical PDE approach - UNGER, André J. A (Computers & geosciences, 2010)
Keywords: Earth sciences; Earth, ocean, space; Exact sciences and technology; models; CAT bond; object oriented; data processing; industry; catastrophes; aggregate; Numerical PDE; Reinsurance; hurricanes; Callable bond; price; style; strategy; discretization; computers