Discrete Dynamics in Nature and Society / 2018 / Article / Tab 6

Research Article

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

Table 6

Effect of dependence .

0.05780.45780.85781.25781.6578

0.02810.18620.30010.38610.4532
Principal discount0.06460.08090.09410.10560.1154
Trigger frequency of two indicators triggered82.211768.310057.441748.699741.8495
Bond prices64.021957.394952.590248.517045.7122

Note. The stimulation times is 100,000.

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