Equalization reserves for natural catastrophes and shareholder value: a simulation study
From MaRDI portal
Publication:362030
DOI10.1007/S13385-013-0062-ZzbMATH Open1273.91451OpenAlexW1994518935WikidataQ105592788 ScholiaQ105592788MaRDI QIDQ362030FDOQ362030
Authors: Michel M. Dacorogna, Michael Möller, Suzane Sahiti, Hansjörg Albrecher 
Publication date: 20 August 2013
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://serval.unil.ch/resource/serval:BIB_420FD3304B07.P001/REF.pdf
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)
