Pricing risk-based catastrophe bonds for earthquakes at an urban scale

HIGHLIGHTS

  • who: Harsh K. Mistry from the DepartmentUniversity of have published the Article: Pricing risk-based catastrophe bonds for earthquakes at an urban scale, in the Journal: Scientific Reports Scientific Reports of 20/Oct/2021
  • what: For the computation of aggregate losses, the authors adopt the approach proposed by Ma and M u00ad a5, which is based on three assumptions:
  • how: The recurrence data is obtained from the historical earthquake catalogue compiled during the SHARE u00adproject13.
  • future: These simulated losses are used to calibrate the loss parameters of the aggregate loss model . . .

     

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