Media type: E-Article Title: Pricing hybrid-triggered catastrophe bonds based on copula-EVT model Contributor: Wei, Longfei [VerfasserIn]; Liu, Lu [VerfasserIn]; Hou, Jialong [VerfasserIn] imprint: 2022 Published in: Quantitative finance and economics ; 6(2022), 2, Seite 223-243 Language: English DOI: 10.3934/QFE.2022010 ISSN: 2573-0134 Identifier: Keywords: catastrophe bonds ; hybrid trigger mechanism ; Archimedean copula ; extreme value theory ; stochastic interest rates ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access