Equalization reserves for natural catastrophes and shareholder value: a simulation study
From MaRDI portal
(Redirected from Publication:362030)
Recommendations
- Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions
- Feasibility of long-term interest balance among stakeholders in the natural catastrophe insurance market
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach
- Catastrophe insurance equilibrium with correlated claims
- An exploration of the effect of doubt during disasters on equity premiums
- Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model long vs. short memory
- Sharing catastrophe risk under model uncertainty
- The valuation of contingent capital with catastrophe risks
- Reinsurance or securitization: the case of natural catastrophe risk
- Catastrophic risks and the pricing of catastrophe equity put options
Cites work
Cited in
(3)- Feasibility of long-term interest balance among stakeholders in the natural catastrophe insurance market
- Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions
- Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk
This page was built for publication: Equalization reserves for natural catastrophes and shareholder value: a simulation study
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q362030)