Multivariate approximation methods for the pricing of catastrophe-linked bonds

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	21-39
Journal	International Series of Numerical Mathematics
Volume	145
Publication status	Published - 2003

Cite this

@article{70eecd44e9ea48eeba76ea51e7a57620,

title = "Multivariate approximation methods for the pricing of catastrophe-linked bonds",

author = "Hansj{\"o}rg Albrecher and J{\"u}rgen Hartinger and Robert Tichy",

year = "2003",

language = "English",

volume = "145",

pages = "21--39",

journal = "International Series of Numerical Mathematics",

issn = "2296-6072",

publisher = "Springer Nature Switzerland AG",

}