Single Earthquake Bond Pricing Framework with Double Trigger Parameters Based on Multi Regional Seismic Information
The investor interest in multi-regional earthquake bonds may drop because high-risk locations are less appealing to investors than low-risk ones. Furthermore, a single parameter (earthquake magnitude) cannot accurately express the severity due to an earthquake. Therefore, the aim of this research is...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/3/689 |