Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Braun, Alexander
2012.
Determinants of the cat bond spread at issuance.
Zeitschrift für die gesamte Versicherungswissenschaft,
Vol. 101,
Issue. 5,
p.
721.
Shin, Ji Yae
Kim, Tae-Woong
Kim, Seok Cheon
and
Yoon, Sung Bum
2013.
Statistical Frequency Analysis of Earthquake Data at East Sea Using Mixed Distribution Functions.
Journal of korean society of hazard mitigation,
Vol. 13,
Issue. 5,
p.
347.
Liu, Jian
Xiao, Jihong
Yan, Lizhao
and
Wen, Fenghua
2014.
Valuing Catastrophe Bonds Involving Credit Risks.
Mathematical Problems in Engineering,
Vol. 2014,
Issue. ,
p.
1.
2015.
Simple Statistical Methods for Software Engineering.
p.
319.
Shin, Ji Yae
Chen, Si
and
Kim, Tae-Woong
2015.
Application of Bayesian Markov Chain Monte Carlo method with mixed gumbel distribution to estimate extreme magnitude of tsunamigenic earthquake.
KSCE Journal of Civil Engineering,
Vol. 19,
Issue. 2,
p.
366.
Gunardi
and
Setiawan, Ezra Putranda
2015.
Valuation of Indonesian catastrophic earthquake bonds with generalized extreme value (GEV) distribution and Cox-Ingersoll-Ross (CIR) interest rate model.
Vol. 1692,
Issue. ,
p.
020024.
Shao, Jia
Pantelous, Athanasios
and
Papaioannou, Apostolos D.
2015.
Catastrophe risk bonds with applications to earthquakes.
European Actuarial Journal,
Vol. 5,
Issue. 1,
p.
113.
Ayyub, Bilal M.
Pantelous, Athanasios A.
and
Shao, Jia
2016.
Toward Resilience to Nuclear Accidents: Financing Nuclear Liabilities via Catastrophe Risk Bonds.
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B: Mechanical Engineering,
Vol. 2,
Issue. 4,
Karagiannis, N.
Assa, H.
Pantelous, A. A.
and
Turvey, C. G.
2016.
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application.
Quantitative Finance,
Vol. 16,
Issue. 12,
p.
1949.
Platen, Eckhard
and
Taylor, David
2017.
Loading Pricing of Long-Dated, Insurance-Type Contracts.
SSRN Electronic Journal ,
Shao, Jia
Papaioannou, Apostolos D.
and
Pantelous, Athanasios A.
2017.
Pricing and simulating catastrophe risk bonds in a Markov-dependent environment.
Applied Mathematics and Computation,
Vol. 309,
Issue. ,
p.
68.
Chao, Wen
and
Zou, Huiwen
2018.
Multiple-Event Catastrophe Bond Pricing Based on CIR-Copula-POT Model.
Discrete Dynamics in Nature and Society,
Vol. 2018,
Issue. ,
p.
1.
Chandra, Rakesh
Dar, Javid Ahmad
Romshoo, Shakil Ahmad
Rashid, Irfan
Parvez, Imtiyaz A.
Mir, Sareer Ahmad
and
Fayaz, Midhat
2018.
Seismic hazard and probability assessment of Kashmir valley, northwest Himalaya, India.
Natural Hazards,
Vol. 93,
Issue. 3,
p.
1451.
Stupfler, Gilles
and
Yang, Fan
2018.
ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING.
ASTIN Bulletin,
Vol. 48,
Issue. 1,
p.
375.
Özen, Selin
and
Şahin, Şule
2020.
Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds.
Journal of Computational and Applied Mathematics,
Vol. 376,
Issue. ,
p.
112829.
Anggraeni, Wulan
Supian, Sudradjat
Sukono
and
Halim, Nurfadhlina Binti Abdul
2022.
Earthquake Catastrophe Bond Pricing Using Extreme Value Theory: A Mini-Review Approach.
Mathematics,
Vol. 10,
Issue. 22,
p.
4196.
Ibrahim, Riza Andrian
Sukono
and
Napitupulu, Herlina
2022.
Multiple-Trigger Catastrophe Bond Pricing Model and Its Simulation Using Numerical Methods.
Mathematics,
Vol. 10,
Issue. 9,
p.
1363.
Sukono
Ibrahim, Riza Andrian
Saputra, Moch Panji Agung
Hidayat, Yuyun
Juahir, Hafizan
Prihanto, Igif Gimin
and
Halim, Nurfadhlina Binti Abdul
2022.
Modeling Multiple-Event Catastrophe Bond Prices Involving the Trigger Event Correlation, Interest, and Inflation Rates.
Mathematics,
Vol. 10,
Issue. 24,
p.
4685.
Chao, Wen
2022.
Pricing catastrophe reinsurance under the standard deviation premium principle.
AIMS Mathematics,
Vol. 7,
Issue. 3,
p.
4472.
Chatoro, Marian
Mitra, Sovan
Pantelous, Athanasios A.
and
Shao, Jia
2023.
Catastrophe bond pricing in the primary market: The issuer effect and pricing factors.
International Review of Financial Analysis,
Vol. 85,
Issue. ,
p.
102431.