CATASTROPHE BOND MODELING WITH A NONHOMOGENEOUS POISSON PROCESS AND GENERALIZED PARETO DISTRIBUTION: CASE STUDY OF FLOOD NATURAL DISASTER IN THE PEOPLE'S REPUBLIC OF CHINA
A Catastrophe Bond (CAT Bond) is a type of Insurance Linked Security (ILS) with the payment of the Principal or the Face Value to the investors at the maturity date dependent upon the occurrence or the non-occurrence of the underlying natural disaster during the period of the investment. In the cont...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/65447 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |