PRICING CATASTROPHIC BOND PREMIUMS USING EXTREME VALUE THEORY: CASE OF BUSHFIRE IN HEALESVILLE, AUSTRALIA
One way to cover financial losses caused by natural disasters is through insurance. As an alternative way to finance the risks of financial losses, a reinsurance company which covers losses due to catastrophic events may use a Special Purpose Vehicle (SPV) to sell a Catastrophe Bond (CAT-Bond) to...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/42417 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |