diff --git a/ql/experimental/catbonds/catrisk.cpp b/ql/experimental/catbonds/catrisk.cpp
index 79911ff2b..08aba42d4 100644
--- a/ql/experimental/catbonds/catrisk.cpp
+++ b/ql/experimental/catbonds/catrisk.cpp
@@ -82,9 +82,9 @@ namespace QuantLib {
     BetaRiskSimulation::BetaRiskSimulation(Date start, Date end, Real maxLoss, Real lambda, Real alpha, Real beta) 
               : CatSimulation(start, end), 
                 maxLoss_(maxLoss), 
-                exponential_(rng_, boost::exponential_distribution<>(lambda)),
-                gammaAlpha_(rng_, boost::gamma_distribution<>(alpha)),
-                gammaBeta_(rng_, boost::gamma_distribution<>(beta))
+                exponential_(rng_, boost::exponential_distribution<Real>(lambda)),
+                gammaAlpha_(rng_, boost::gamma_distribution<Real>(alpha)),
+                gammaBeta_(rng_, boost::gamma_distribution<Real>(beta))
     {
         ActualActual dayCounter;
         dayCount_ = dayCounter.dayCount(start, end);
diff --git a/ql/experimental/catbonds/catrisk.hpp b/ql/experimental/catbonds/catrisk.hpp
index 4826179eb..e4d741096 100644
--- a/ql/experimental/catbonds/catrisk.hpp
+++ b/ql/experimental/catbonds/catrisk.hpp
@@ -109,9 +109,9 @@ namespace QuantLib {
         Real yearFraction_;
     
         boost::mt19937 rng_;
-        boost::variate_generator<boost::mt19937&, boost::exponential_distribution<> > exponential_;
-        boost::variate_generator<boost::mt19937&, boost::gamma_distribution<> > gammaAlpha_;
-        boost::variate_generator<boost::mt19937&, boost::gamma_distribution<> > gammaBeta_;
+        boost::variate_generator<boost::mt19937&, boost::exponential_distribution<Real> > exponential_;
+        boost::variate_generator<boost::mt19937&, boost::gamma_distribution<Real> > gammaAlpha_;
+        boost::variate_generator<boost::mt19937&, boost::gamma_distribution<Real> > gammaBeta_;
     };
 
     class BetaRisk : public CatRisk {