• 1 INTRODUCTION
  • 2 CATASTROPHE CLAIMS IN INTERNAL MODELS
  • 3 APPROACHES FOR CATASTROPHE RISK MODELLING
  • 3.1 APPROACH BASED ON NATURAL RISK MODELS
  • 3.2 MATHEMATICAL STATISTICAL APPROACHES
  • 3.3 COMPARISON OF THE TWO MODELLING APPROACHES
  • 4 IMPACT OF THE TWO MODELLING APPROACHES ON RISK CAPITALREQUIREMENT
  • 5 CONCLUSION AND OUTLOOK