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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp016t053j16r
Title: Stochastic Modeling of the PCS Loss Index: A Sensitivity Analysis and its Implications for Catastrophe Bond Pricing Models
Authors: Montoya, Rodrigo Javier
Advisors: Fan, Jianqing
Department: Operations Research and Financial Engineering
NA
Class Year: 2005
Extent: 77 Pages
Format: Contains color or special media
Other Identifiers: 18351
URI: http://arks.princeton.edu/ark:/88435/dsp016t053j16r
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2023

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