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

catastrophe riskparticipating insurance policysecuritization

Mathematics Subject Classification ID

Recommendations

• Insurability of catastrophic risks: the stochastic optimization model
• Problems on insurance of catastrophic risks
• Sharing catastrophe risk under model uncertainty
• Self-insurance of investor under repeating catastrophic risks
• A stochastic approach to catastrophic risks

Cites work

• First order versus second order risk aversion

Cited in

(8)

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

This page was built for publication: Decomposing catastrophic risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1293815)