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

DOI10.1023/A:1024115107245zbMATH Open1040.91059OpenAlexW4253489992MaRDI QIDQ1404263FDOQ1404263

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

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zbMATH Keywords

parameter uncertaintyinsuranceterrorismlong-term contractingWorld Trade Center attack

Mathematics Subject Classification ID

Cited In (5)

• Insuring September 11th: Market recovery and transparency
• The catastrophic effects of natural disasters on insurance markets
• SHORT- AND LONG-TERM EFFECTS OF THE 9/11 EVENT: THE INTERNATIONAL EVIDENCE
• 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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