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Research Papers
Vol. 2023, 2023January 03, 2023 EDT

Spatial-Temporal Modeling of Wildfire Losses with Applications in Insurance-Linked Securities Pricing

Hong Li, Jianxi Su,
Bayesian dynamic modelmixture modelcountingprocesswildfire losscatastrophe bond
CAS Forum
Li, Hong, and Jianxi Su. 2023. “Spatial-Temporal Modeling of Wildfire Losses with Applications in Insurance-Linked Securities Pricing.” CAS Forum 2023 (January).
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