Feasibility of Long-Term Interest Balance among Stakeholders in the Natural Catastrophe Insurance Market

DOI10.1080/10920277.2019.1705169zbMath1482.91190OpenAlexW3006315903MaRDI QIDQ5165008

Yang-Che Wu, Wan-Shiou Yang, Ning Zhang

Publication date: 15 November 2021

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

Full work available at URL: https://doi.org/10.1080/10920277.2019.1705169

zbMATH Keywords

catastrophe insurancereinsurance

Mathematics Subject Classification ID

Group preferences (91B10) Actuarial mathematics (91G05)

Cites Work

• Equalization reserves for natural catastrophes and shareholder value: a simulation study
• Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk
• The valuation of contingent capital with catastrophe risks
• Modelling catastrophe claims with left-truncated severity distributions
• Catastrophe options with stochastic interest rates and compound Poisson losses