Livestock mortality catastrophe insurance using fatal shock process

DOI10.1016/J.INSMATHECO.2019.11.001MaRDI QIDQ2292180zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• A Multivariate Exponential Distribution
• Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
• Decomposing catastrophic risk
• 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
• Longevity bond premiums: the extreme value approach and risk cubic pricing
• Mortality risk modeling: applications to insurance securitization
• Multiple risk factor dependence structures: copulas and related properties
• Multiple risk factor dependence structures: distributional properties
• Multivariate insurance models: an overview
• Shifts in interest rate and common shock model for coupled lives
• Understanding Relationships Using Copulas

Cited in

(1)

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

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