Decomposing catastrophic risk

DOI10.1016/S0167-6687(98)00041-9zbMATH Open0942.91050OpenAlexW1999784523MaRDI QIDQ1293815FDOQ1293815

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

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zbMATH Keywords

securitizationcatastrophe riskparticipating insurance policy

Mathematics Subject Classification ID

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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