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

<div>Adjusted global insured claims from natural catastrophes during 1970–2016 (USD billion, 2016 prices).</div>

Discrete Dynamics in Nature and Society

Figure 3: Pricing Zero-Coupon Catastrophe Bonds Using EVT with Doubly Stochastic Poisson Arrivals 