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...
Auteurs principaux: | , |
---|---|
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 |