Catastrophe　events　are　attracting　increased　attention　because　of　their　devastating　consequences.　Aimed　at　the　nonlinear　dependency　and　tail　characteristics　of　different　triggered　indexes　of　multiple-event　catastrophe　bonds,　this　paper　applies　Copula　function　and　the　extreme　value　theory　to　multiple-event　catastrophe　bond　pricing.　At　the　same　time,　floating　coupon　and　principal　payoff　structures　are　adopted　instead　of　fixed　coupon　and　principal　payoff　structures,　to　reduce　moral　hazard　and　improve　bond　attractiveness.　Furthermore,　we　develop　a　CIR-Copula-POT　bond　pricing　model　with　CIR　stochastic　rate　and　estimate　flood　multiple-event　triggered　catastrophe　bond　price　using　Monte　Carlo　simulation　method.　Finally,　we　implement　the　sensitivity　analysis　to　show　how　catastrophe　intensity,　maturity　date,　and　the　dependence　affect　the　prices　of　catastrophe　bonds.