Discrete Dynamics in Nature and Society / 2018 / Article / Tab 4

Research Article

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

Table 4

The sensitivity of intensity to cat bond when .

Intensity 1 2 3 4 5

Coupon discount6.84365.40784.28413.38532.6808
Principal discount77.904264.239253.130743.891636.4381
Bond prices84.387869.647057.414847.276939.1189
Future principal82.697868.191956.400046.592438.6802

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