Pricing catastrophe risk in life (re)insurance (Q4576857)
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scientific article; zbMATH DE number 6901167
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing catastrophe risk in life (re)insurance |
scientific article; zbMATH DE number 6901167 |
Statements
Pricing catastrophe risk in life (re)insurance (English)
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11 July 2018
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catastrophe excess of loss
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life reinsurance
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catastrophe model
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catastrophe data
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Cat XL
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POT-model
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Solvency II
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internal models
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0.8002806901931763
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0.7468363642692566
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0.7442695498466492
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0.7269371747970581
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0.7241841554641724
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