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Mathematical Problems in Engineering
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Special Issues
Mathematical Problems in Engineering
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2014
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Article
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Tab 2
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Research Article
Valuing Catastrophe Bonds Involving Credit Risks
Table 2
Risk-free interest rates and risk interest rates.
Time
1
2
3
4
5
Risk-free
0.17%
0.39%
0.74%
1.18%
1.61%
Risk
3.78%
5.24%
6.83%
7.09%
7.35%