A Rational Approach to Pricing of Catastrophe Insurance.

A methodology for rational pricing of catastrophe insurance is described. The methodology has two components: a solvency- and stability-based framework, and an engine to quantify the loss variability that drives solvency and stability. Generalization to account for contagious effects of catastrophes and multiple occurrence of peril is presented in detail. Copyright 1996 by Kluwer Academic Publishers

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Year of publication:	1996
Authors:	Dong, Weimin ; Shah, Haresh ; Wong, Felix
Published in:	Journal of Risk and Uncertainty. - Springer. - Vol. 12.1996, 2-3, p. 201-18
Publisher:	Springer

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005678145