Mitigating wildfire losses via insurance-linked securities : modeling and risk management perspectives
Year of publication: |
2024
|
---|---|
Authors: | Li, Hong ; Su, Jianxi |
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 |
-
Caro Barrera, José Rafael, (2020)
-
Hedging flood losses using cat bonds
TĂȘtu, Alexandre, (2015)
-
Longevity risk from the perspective of the ILS markets
Lane, Morton, (2011)
- More ...
-
Robust estimates of insurance misrepresentation through kernel quantile regression mixtures
Li, Hong, (2021)
-
Wealth doesn't last 3 generations : how family businesses can maintain prosperity
Lee, Jean, (2009)
-
On a multiplicative multivariate gamma distribution with applications in insurance
Semenikhine, Vadim, (2018)
- More ...