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SSRNMacro-Finance & Rates

Machine Learning for CAT Bond Pricing

The study introduces a machine learning approach for pricing catastrophe bonds, offering more accuracy and robustness than conventional methods, and highlighting key nonlinear relationships between risk factors and bond spreads.

Featured in No. 44 on 10 Apr 2024 · on release day

Released
10 Apr 2024
First featured
No. 44 · 10 Apr 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
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Identifier
SSRN 4789671

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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