Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida

DOI10.2143/AST.38.1.2030401zbMATH Open1169.91391OpenAlexW4233657747MaRDI QIDQ3395758FDOQ3395758

Authors: Andreas Milidonis, Martin F. Grace 

Publication date: 13 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.1.2030401

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zbMATH Keywords

extreme value theorymixture modelinsurancereinsurancecatastrophe financing and pricingtax-deferred loss reserve

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Equilibrium in a Reinsurance Market

Cited In (5)

• Rules rather than discretion: Lessons from hurricane Katrina
• Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity
• Valuation of contingent convertible catastrophe bonds -- the case for equity conversion
• Pricing catastrophe swaps: a contingent claims approach
• Mortality regimes and pricing

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