Modeling frost losses: application to pricing frost insurance

DOI10.1080/10920277.2017.1387571MaRDI QIDQ4567965zbMATH OpenOpenAlexFDO

Authors Hirbod Assa, Meng Wang, Athanasios A. Pantelous

Publication date 20 June 2018

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2017.1387571

zbMATH Keywords

value at riskconditional value at riskpricing of frost insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• Axiomatic characterization of insurance prices
• Incentives and Risk Sharing in Sharecropping
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• Marginal indemnification function formulation for optimal reinsurance
• Measuring and testing dependence by correlation of distances
• On optimal reinsurance policy with distortion risk measures and premiums
• Optimal Reinsurance Revisited – A Geometric Approach
• Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
• Optimal reinsurance under VaR and CVaR risk measures a simplified approach
• Optimal reinsurance under general risk measures
• Optimal reinsurance with general premium principles

Cited in

(1)

• Can Losses Caused by Wind Storms be Predicted from Meteorological Observations?

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