Search Results for author: Zied Chaieb

Found 1 papers, 0 papers with code

Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework

no code implementations4 Aug 2022 Zied Chaieb, Djibril Gueye

When some of these stopping times are not predictable, the trigger event time is totally inaccessible, and very nice mathematical computations can be derived.

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