Livestock mortality catastrophe insurance using fatal shock process

DOI10.1016/J.INSMATHECO.2019.11.001zbMATH Open1431.91341OpenAlexW2989186950WikidataQ126800812 ScholiaQ126800812MaRDI QIDQ2292180FDOQ2292180

Authors: Jeffrey S. Pai, Nalini Ravishanker 

Publication date: 3 February 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.11.001

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zbMATH Keywords

binomial distributionPoisson processcatastrophemultivariate exponential distributionlivestock data

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Understanding Relationships Using Copulas
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• A Multivariate Exponential Distribution
• Multivariate insurance models: an overview
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• Mortality risk modeling: applications to insurance securitization
• Longevity bond premiums: the extreme value approach and risk cubic pricing
• Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform
• Decomposing catastrophic risk
• Shifts in interest rate and common shock model for coupled lives
• Multiple risk factor dependence structures: copulas and related properties
• Multiple risk factor dependence structures: distributional properties

Cited In (1)

• An improved agricultural household margin insurance scheme with insured–insurer risk protection: a time-varying copula approach

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