Storm CAT Bond: Modeling and Valuation

Article Properties
  • Language
    English
  • DOI (url)
    10.1080/10920277.2023.2226734
  • Publication Date
    2023/10/06
  • Journal
    North American Actuarial Journal
  • Indian UGC (journal)
  • Refrences
    103
  • Citations
    1
  • Shimeng Huang Department of Risk and Insurance, Wisconsin School of Business, University of Wisconsin–Madison, Madison, Wisconsin
  • Jinggong Zhang Division of Banking & Finance, Nanyang Business School, Nanyang Technological University, Singapore
  • Wenjun Zhu Division of Banking & Finance, Nanyang Business School, Nanyang Technological University, Singapore
Cite
Huang, Shimeng, et al. “Storm CAT Bond: Modeling and Valuation”. North American Actuarial Journal, 2023, pp. 1-26, https://doi.org/10.1080/10920277.2023.2226734.
Huang, S., Zhang, J., & Zhu, W. (2023). Storm CAT Bond: Modeling and Valuation. North American Actuarial Journal, 1-26. https://doi.org/10.1080/10920277.2023.2226734
Huang, Shimeng, Jinggong Zhang, and Wenjun Zhu. “Storm CAT Bond: Modeling and Valuation”. North American Actuarial Journal, 2023, 1-26. https://doi.org/10.1080/10920277.2023.2226734.
Huang S, Zhang J, Zhu W. Storm CAT Bond: Modeling and Valuation. North American Actuarial Journal. 2023;:1-26.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Vines--a new graphical model for dependent random variables The Annals of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 744 2002
Valuation of new-designed contracts for catastrophe risk management The North American Journal of Economics and Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 3 2019
The emerging asset class: Insurance risk 1995
Optimal replication of contingent claims under transaction costs 1989
A comparison of alternative models for the demand for medical care 1983
Citations
Title Journal Journal Categories Citations Publication Date
Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps North American Actuarial Journal
  • Social Sciences: Finance
 2023
Citations Analysis
Category Category Repetition
Social Sciences: Finance1
The category Social Sciences: Finance 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps and was published in 2023. The most recent citation comes from a 2023 study titled Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps. This article reached its peak citation in 2023, with 1 citations. It has been cited in 1 different journals. Among related journals, the North American Actuarial Journal cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year