1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PR2025
CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market
Dixon Domfeh, Saeid Safarveisi
Traditional models for pricing catastrophe (CAT) bonds struggle to capture the complex, relational data inherent in these instruments. This paper introduces CATNet, a novel framewo…
q-fin.PR2022★ 1 cited
A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives
Dixon Domfeh, Arpita Chatterjee, Matthew Dixon
Catastrophe (CAT) bond markets are incomplete and hence carry uncertainty in instrument pricing. As such various pricing approaches have been proposed, but none treat the uncertain…