An extreme-value theory approximation scheme in reinsurance and insurance-linked securities
By Rom Aviv (Roman Muraviev)
Year of publication: |
2018
|
---|---|
Authors: | Aviv, Rom |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 1157-1173
|
Subject: | Extreme-value theory | loss exceedance probability curve | reinsurance | insurance-linked securities | Rückversicherung | Reinsurance | Risikomodell | Risk model | Theorie | Theory | Insurance-Linked Securities | Insurance-linked securities | Verbriefung | Securitization |
Saved in:
Saved in favorites
Similar items by subject
-
Kampa, Christopher, (2010)
-
Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick, (2017)
-
Risk transfer and moral hazard : an examination on the market for insurance-linked securities
Götze, Tobias, (2020)
- More ...