Table of Contents Author Guidelines Submit a Manuscript
Discrete Dynamics in Nature and Society
Volume 2017, Article ID 3279647, 14 pages
https://doi.org/10.1155/2017/3279647
Research Article

Pricing Zero-Coupon Catastrophe Bonds Using EVT with Doubly Stochastic Poisson Arrivals

1School of Finance, Guangdong University of Finance & Economics, Guangzhou 510320, China
2School of Business Administration, Hunan University, Changsha 410082, China

Correspondence should be addressed to Shisong Xiao; ten.haey@oaishs

Received 7 March 2017; Revised 4 July 2017; Accepted 24 July 2017; Published 13 September 2017

Academic Editor: Francisco R. Villatoro

Copyright © 2017 Zonggang Ma et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Zonggang Ma, Chaoqun Ma, and Shisong Xiao, “Pricing Zero-Coupon Catastrophe Bonds Using EVT with Doubly Stochastic Poisson Arrivals,” Discrete Dynamics in Nature and Society, vol. 2017, Article ID 3279647, 14 pages, 2017. https://doi.org/10.1155/2017/3279647.