Search Results for author: Yufan Lu

Found 1 papers, 0 papers with code

Pricing Catastrophe Bonds -- A Probabilistic Machine Learning Approach

no code implementations10 Apr 2024 Xiaowei Chen, Hong Li, Yufan Lu, Rui Zhou

This paper proposes a probabilistic machine learning method to price catastrophe (CAT) bonds in the primary market.

Conformal Prediction Prediction Intervals +1

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