台风巨灾风险建模与巨灾债券定价 | End-to-end typhoon catastrophe (CAT) risk model calibrated on 2019 Typhoon Lekima — Holland wind field, 10k-event stochastic set, EP curves, VaR/TVaR, XoL reinsurance & CAT bond pricing (Lane / Wang Transform)
insurance monte-carlo quantitative-finance typhoon reinsurance risk-management actuarial-science climate-risk catastrophe-modeling cat-bond
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Updated
Jul 31, 2026 - Python