223052 (E51) Modelling the evolution of interest rates: The key to DFA asset models : Venter G.G., Casualty Actuarial Society Forum, volume 2, 1997, pp 135–164

223050 (E50) Specifying the functional p

223050 (E50) Specifying the functional parameters of a corporate financial model for dynamic financial analysis : Kirschner G.E., Scheel W.C., Casualty Actuarial Society Forum, volume 2, 1997, pp 41–88

📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 95 KB

structure for the catastrophe risk exposure. The pricing methodology can also be used to assess the relative default spread on catastrophe risk bonds compared with traditional defanltable securities.