Pricing Pandemic Bonds under Hull–White & Stochastic Logistic Growth Model

Pandemic bonds can be used as an effective tool to mitigate the economic losses that governments face during pandemics and transfer them to the global capital market. Once considered as an “uninsurable” event, pandemic bonds caught the attention of the world with the issuance of pandemic bonds by th...

Description complète

Détails bibliographiques
Auteurs principaux: Vajira Manathunga, Linmiao Deng
Format: Article
Langue:English
Publié: MDPI AG 2023-08-01
Collection:Risks
Sujets:
Accès en ligne:https://www.mdpi.com/2227-9091/11/9/155