共 50 条
- [2] Pricing catastrophe reinsurance under the standard deviation premium principle AIMS MATHEMATICS, 2022, 7 (03): : 4472 - 4484
- [4] Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity Finance and Stochastics, 2003, 7 : 73 - 95
- [8] MODEL MISSPECIFICATION IN PEAKS OVER THRESHOLD ANALYSIS ANNALS OF APPLIED STATISTICS, 2010, 4 (01): : 203 - 221
- [9] Risk analysis on extreme precipitation events over China based on peaks over threshold model HYDRAULIC ENGINEERING, 2012 SREE CONFERENCE, 2013, : 201 - 206
- [10] Pricing Model of Catastrophe options based on Seismic Risk ADVANCES IN BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, 2008, 5 : 559 - 564