Tamturk, Muhsin; Cortis, Dominic; Farrell, Mark - In: Risks : open access journal 8 (2020) 4/132, pp. 1-13
This paper models the gradual elements of catastrophic events on non-life insurance capital with a particular focus on the impact of pandemics, such as COVID-19. A combination of actuarial and epidemiological models are handled by the Markovian probabilistic approach, with Feynman's path...
