Catastrophic events, parameter uncertainty and the breakdown of implicit long-term contracting: The case of terrorism insurance

DOI10.1023/A:1024115107245MaRDI QIDQ1404263zbMATH OpenOpenAlexFDO

Authors J. David Cummins, Christopher M. Lewis

Publication date 21 August 2003

Published in Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1024115107245

zbMATH Keywords

parameter uncertaintyinsuranceterrorismlong-term contractingWorld Trade Center attack

Mathematics Subject Classification ID

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(5)

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• An ex post assessment of investor response to catastrophes
• The impact of the interest rate on insurance/financials industries: the analysis of the stock market's reactions to federal funds rate changes

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