Optimal Catastrophe Insurance with Multiple Catastrophes
| Year of publication: |
1999-09-01
|
|---|---|
| Authors: | Louberge, Henri ; Schlesinger, Harris |
| Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
| Subject: | Katastrophenrisiko | Finanzinnovation | Versicherungswissenschaft | insurance economics | Versicherbarkeit |
- 1. Introduction
- 2. The model
- 3. The definition of <i>m</i>
- 4. Optimal insurance
- 5. The case of frequency risk
- 6. Simultaneous frequncy risk and severity risk
- 7. Conclusion
Persistent link: https://www.econbiz.de/10005843145