Discrete Dynamics in Nature and Society / 2018 / Article / Tab 2

Research Article

Multiple-Event Catastrophe Bond Pricing Based on CIR-Copula-POT Model

Table 2

Parameter estimates of Copula function and K-S test results.

Copula function Clayton Copula Gumbel Copula Frank Copula

value0.45781.34012.3764
K-S value0.02210.14940.5933
value0.82920.00000.0000

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