PRICING CATASTROPHE BOND USING VASICEK SHORT RATE MODEL AND PEAKS OVER THRESHOLD APPROACH: EARTHQUAKE IN MEGATHRUST MID 2 SUMATERA
A Catastrophe Bond (CAT Bond) is an investment instrument which transfer a catastrophic risk to the financial market. The demands for CAT Bonds are gradually growing as one of the alternatives for diversifying investment portfolios. By investing in a CAT Bond, investor will be exposed to a catast...
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/47781 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |