Decomposing catastrophic risk

DOI10.1016/S0167-6687(98)00041-9MaRDI QIDQ1293815zbMATH OpenOpenAlexFDO

Authors Harris Schlesinger

Publication date 29 June 1999

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6687(98)00041-9

zbMATH Keywords

securitizationcatastrophe riskparticipating insurance policy

Mathematics Subject Classification ID

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Cites work

• First order versus second order risk aversion

Cited in

(7)

• Sharing catastrophe risk under model uncertainty
• Self-insurance of investor under repeating catastrophic risks
• On the decomposition of an insurer's profits and losses
• Livestock mortality catastrophe insurance using fatal shock process
• Quantifying Extreme Risks
• On measuring and profiling catastrophic risks
• Measuring the impact of dependence between claims occurrences.

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