The impact of dependencies between climate risks on the asset and liability side of non-life insurers
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Publication:6550179
DOI10.1007/S13385-023-00364-2zbMATH Open1537.91247MaRDI QIDQ6550179FDOQ6550179
Authors: Nadine Gatzert, Onur Özdil 
Publication date: 4 June 2024
Published in: European Actuarial Journal (Search for Journal in Brave)
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collective risk modelasset-liability managementnon-life insuranceclimate risksnonlinear dependencies
Actuarial mathematics (91G05) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
Cites Work
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- On a risk model with dependence between interclaim arrivals and claim sizes
- Exponential Behavior in the Presence of Dependence in Risk Theory
- On a risk model with dependence between claim sizes and claim intervals
- A ruin model with dependence between claim sizes and claim intervals
- Minimum standards for investment performance: a new perspective on non-life insurer solvency
- Title not available (Why is that?)
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
- Risk- and value-based management for non-life insurers under solvency constraints
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
- On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
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