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  • Search: subject:"spatial risk measures and corresponding axiomatic approach"
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Subject
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central limit theorem 2 insurance 2 max-stable random fields 2 rate of spatial diversification 2 reinsurance 2 risk management 2 risk theory 2 spatial dependence 2 spatial risk measures and corresponding axiomatic approach 2 Diversification 1 Diversifikation 1 Insurance 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Regional economics 1 Regionalökonomik 1 Reinsurance 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risikomodell 1 Risk 1 Risk management 1 Risk measure 1 Risk model 1 Räumliche Interaktion 1 Räumliche Verteilung 1 Rückversicherung 1 Spatial distribution 1 Spatial interaction 1 Theorie 1 Theory 1 Versicherung 1
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Free 2
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Article 2
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
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Koch, Erwan 2
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Spatial risk measures and rate of spatial diversification
Koch, Erwan - In: Risks 7 (2019) 2, pp. 1-26
An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a corresponding set of axioms which are well suited to analyze the...
Persistent link: https://www.econbiz.de/10013200470
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Cover Image
Spatial risk measures and rate of spatial diversification
Koch, Erwan - In: Risks : open access journal 7 (2019) 2/52, pp. 1-26
An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a corresponding set of axioms which are well suited to analyze the...
Persistent link: https://www.econbiz.de/10012019126
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