Mitigating wildfire losses via insurance-linked securities : modeling and risk management perspectives
Hong Li, Jianxi Su
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Hong ; Su, Jianxi |
| Published in: |
The journal of risk & insurance. - Malvern, Pa. : American Risk and Insurance Ass., ISSN 1539-6975, ZDB-ID 2066637-8. - Vol. 91.2024, 2, p. 383-414
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| Subject: | basis risks | Bayesian dynamic models | catastrophe bonds | hedge effectiveness | wildfire | Risikomanagement | Risk management | Hedging | Risikomodell | Risk model | Feuer | Fire | Katastrophe | Disaster | Portfolio-Management | Portfolio selection | Risiko | Risk | Bayes-Statistik | Bayesian inference | Verbriefung | Securitization | Insurance-Linked Securities | Insurance-linked securities | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jori.12449 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014545326