Pricing risk-based catastrophe bonds for earthquakes at an urban scale
Abstract Catastrophe risk-based bonds are used by governments, financial institutions and (re)insurers to transfer the financial risk associated to the occurrence of catastrophic events, such as earthquakes, to the capital market. In this study, we show how municipalities prone to earthquakes can us...
Main Authors: | Harsh K. Mistry, Domenico Lombardi |
---|---|
Format: | Article |
Language: | English |
Published: |
Nature Portfolio
2022-06-01
|
Series: | Scientific Reports |
Online Access: | https://doi.org/10.1038/s41598-022-13588-1 |
Similar Items
-
Earthquake Catastrophe Bond Pricing Using Extreme Value Theory: A Mini-Review Approach
by: Wulan Anggraeni, et al.
Published: (2022-11-01) -
Extremal Analysis of Flooding Risk and Its Catastrophe Bond Pricing
by: Jiayi Li, et al.
Published: (2022-12-01) -
Urban Earthquake Vulnerability Assessment and Mapping at the Microscale Based on the Catastrophe Progression Method
by: Deniz Gerçek, et al.
Published: (2023-11-01) -
Pricing Multi-Event-Triggered Catastrophe Bonds Based on a Copula–POT Model
by: Yifan Tang, et al.
Published: (2023-08-01) -
Catastrophe in Japan : the earthquake and tsunami of 2011 /
by: Sutton, Gerard K., et al.
Published: (c201)