An Application of Geometric Riemannian Pricing Algorithm for Valuing Catastrophe Bonds in Incomplete Markets: Market-Consistent Financial Entropy and the Split of Frequency and Severity Risk Premia
q-fin.PR, q-fin.CP, q-fin.MF, q-fin.RM, stat.AP
Submitted: 2026-10-27
Updated: 2026-10-27
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