The Complementary Compound Truncated Poisson-Weibull Distribution for Pricing Catastrophic Bonds for Extreme Earthquakes
Emad Abdelgalil Ali Ismail · Journal of Economics, Management and Trade · 2016
Aims: This paper aims at bridging the gap or managing the level of overall losses between economic losses and insured losses that are usually caused by extreme earthquakes, by calculating the price of catastrophic bonds. While examining the frequency of the event, it was observed...