Analysis and Optimization of aPortfolio of Catastrophe Bonds
This Master's Thesis in mathematical statistics has the two major purposes; (i) to model and measure the risk associated with a special type of reinsurance contract, the catastrophe bond, and (ii) to analyze and develop methods of portfolio optimization suitable for a portfolio of catastrophe b...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146027 |