How to Price Catastrophe Bonds for Sustainable Earthquake Funding? A Systematic Review of the Pricing Framework

RA Ibrahim, Sukono, H Napitupulu, RI Ibrahim - Sustainability, 2023 - mdpi.com
Earthquake contingency costs in traditional insurance cannot provide sufficient earthquake
funding for a country because they often differ significantly from actual losses. Over the last …

A Robust numerical technique based on the chromatic polynomials for the European options regulated by the time-fractional Black–Scholes equation

AN Nirmala, S Kumbinarasaiah - Journal of Umm Al-Qura University for …, 2024 - Springer
Risk mitigation and control are critical for investors in the finance sector. Purchasing
significant instruments that eliminate the risk of price fluctuation helps investors manage …

Earthquake Bond Pricing Model Involving the Inconstant Event Intensity and Maximum Strength

RA Ibrahim, Sukono, H Napitupulu, RI Ibrahim - Mathematics, 2024 - mdpi.com
Traditional insurance's earthquake contingency costs are insufficient for earthquake funding
due to extreme differences from actual losses. The earthquake bond (EB) links insurance to …

[PDF][PDF] Conservation law, exact solutions and numerical approximate of the Barles-Soner non-linear equation

MH Seifi, E Dastranj, HS Fard - Computational Methods for …, 2024 - cmde.tabrizu.ac.ir
Solving option pricing equations is one of the most important challenges facing financial
mathematics. In this article, a non-linear model is assumed for the market and the European …

ADI numerical method to modeling stock insurance based on spread options

R Mohamadinegad, A Neisy… - Computational Methods for …, 2024 - cmde.tabrizu.ac.ir
‎ This paper introduces a spread option model based on two underlying assets‎,‎ namely
Bandar Abbas oil refining (Shebandar) and Tehran oil refining (Shatran) companies‎.‎ …