Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application



Karagiannis, N, Assa, H, Pantelous, AA ORCID: 0000-0001-5738-1471 and Turvey, CG
(2016) Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application. QUANTITATIVE FINANCE, 16 (12). 1949 - 1959.

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Item Type: Article
Uncontrolled Keywords: Catastrophe risk bonds, Insurance, Hedge fund, Over the counter (OTC), Utility indifference pricing method, Agricultural catastrophes
Depositing User: Symplectic Admin
Date Deposited: 29 Jun 2016 07:50
Last Modified: 04 Apr 2021 11:05
DOI: 10.1080/14697688.2016.1211791
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3001876