双随机复合泊松损失下巨灾债券定价与数值模拟
马宗刚, 邹新月, 马超群
Pricing Catastrophe Bonds under the Doubly Stochastic Compound Poisson Losses and Numerical Simulation
MA Zong-gang, ZOU Xin-yue, MA Chao-qun
中国管理科学
.
2016, (10): 35
-43
.
DOI: 10.16381/j.cnki.issn1003-207x.2016.10.004