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~subject:"Natural catastrophe risk"
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Natural catastrophe risk
Disaster
25
Katastrophe
25
Risikomodell
23
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Catastrophe risk
20
Elementarschadenversicherung
18
Natural disaster insurance
18
Theorie
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Theory
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Risk management
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catastrophe risk
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Rückversicherung
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Insurance
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Risk
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Hedging
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Risiko
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Risk and Uncertainty
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Anleihe
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Bond
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Catastrophe bonds
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Crop insurance
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Option pricing theory
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Optionspreistheorie
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Verbriefung
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Catastrophe risk management
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Coronavirus
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Derivat
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Derivative
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Epidemic
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Epidemie
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Poisson processes
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catastrophe risk management
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insurance
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reinsurance
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"Noah" effect
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BPI 1996 - 2012
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Beer, Simone
2
Braun, Alexander
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Gibson, Rajna
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Ziegler, Alexandre
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Habib, Michel A.
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Habib, Michel Antoine
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Marugg, Andrin
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Insurance / Mathematics & economics
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Journal of Mathematical Economics
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1
Market-consistent valuation of natural
catastrophe
risk
Beer, Simone
;
Braun, Alexander
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013400153
Saved in:
2
Pricing industry loss warranties in a Lévy-Frailty framework
Beer, Simone
;
Braun, Alexander
;
Marugg, Andrin
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 171-181
Persistent link: https://www.econbiz.de/10012133526
Saved in:
3
Reinsurance or securitization : the case of natural
catastrophe
risk
Gibson, Rajna
;
Habib, Michel Antoine
;
Ziegler, Alexandre
- In:
Journal of mathematical economics
53
(
2014
),
pp. 79-100
Persistent link: https://www.econbiz.de/10011297141
Saved in:
4
Reinsurance or securitization: The case of natural
catastrophe
risk
Gibson, Rajna
;
Habib, Michel A.
;
Ziegler, Alexandre
- In:
Journal of Mathematical Economics
53
(
2014
)
C
,
pp. 79-100
natural
catastrophe
risk
. We characterize the conditions under which one or the other form of risk transfer dominates using a …
Persistent link: https://www.econbiz.de/10010931627
Saved in:
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