Sharing catastrophe risk under model uncertainty

MaRDI QIDQ3369443zbMATH OpenFDO

Authors Xiaodong Zhu

Publication date 13 February 2006

zbMATH Keywords

asset pricingestimated probabilitieshigh premium

Mathematics Subject Classification ID

Recommendations

• Sharing ambiguous risks
• Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test
• Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
• Perspectives of Risk Sharing
• Decomposing catastrophic risk

Cited in

(5)

• Sharing ambiguous risks
• Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
• Equalization reserves for natural catastrophes and shareholder value: a simulation study
• Reinsurance versus securitization of catastrophe risk
• Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test

This page was built for publication: Sharing catastrophe risk under model uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3369443)