| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260013343 |
| 003 | | | MAP |
| 005 | | | 20260603180824.0 |
| 008 | | | 260428e20260420bel|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | | | $0MAPA20260008004$aChen, Xiaowei |
| 245 | 1 | 0 | $aMultifactor cat bond pricing using distortion operator models with recurrent neural networks$cXiaowei Chen, Jianxin Liu and Fuzhe Huang |
| 520 | | | $aThis article develops a unified framework for the pricing of catastrophe bonds that integrates distortion operator theory with recurrent neural networks. It introduces a peer-adjusted distortion factor that incorporates market information, investor sentiment, and reinsurance capacity. The jump-diffusionbased model outperforms the Wang transform in both explanatory and predictive terms. The RNN methodology enables more efficient and stable estimation of structural parameters. Empirical results confirm significant improvements in both the primary and secondary CAT bond markets |
| 650 | | 4 | $0MAPA20080552367$aReaseguro |
| 650 | | 4 | $0MAPA20080615673$aTransferencia de riesgos |
| 650 | | 4 | $0MAPA20130005317$aPérdidas máximas por siniestros |
| 650 | | 4 | $0MAPA20260001562$aRiesgos catastróficos |
| 650 | | 4 | $0MAPA20260000794$aMercado de capitales |
| 700 | 1 | | $0MAPA20260008011$aLiu, Jianxin |
| 700 | 1 | | $0MAPA20260008028$aHuang, Fuzhe |
| 710 | 2 | | $0MAPA20100017661$aInternational Actuarial Association |
| 773 | 0 | | $wMAP20077000420$g20/04/2026 Volumen 56 Número 2 - abril 2026 , 23 p.$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |
