Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk

DOI10.1016/j.insmatheco.2015.04.007zbMath1348.91190OpenAlexW312075224MaRDI QIDQ495448

Yang-Che Wu

Publication date: 14 September 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.04.007

zbMATH Keywords

catastrophe bondcatastrophe fundcatastrophic claimsfluctuation reservenatural catastrophe

Mathematics Subject Classification ID

Related Items (3)

Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions ⋮ Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test ⋮ Feasibility of Long-Term Interest Balance among Stakeholders in the Natural Catastrophe Insurance Market

Cites Work

• Equalization reserves for natural catastrophes and shareholder value: a simulation study
• The valuation of contingent capital with catastrophe risks
• Catastrophe risk management with counterparty risk using alternative instruments
• Stochastic time changes in catastrophe option pricing
• Catastrophe options with stochastic interest rates and compound Poisson losses

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