Global loss diversification in the insurance sector

DOI10.1016/J.INSMATHECO.2008.12.001zbMath1162.91435OpenAlexW2053281718MaRDI QIDQ1023104

Oleg Sheremet, André Lucas

Publication date: 10 June 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://papers.tinbergen.nl/08086.pdf

zbMATH Keywords

copuladiversificationdependencecatastrophic insurance losses

Mathematics Subject Classification ID

Related Items (2)

Earthquake parametric insurance with Bayesian spatial quantile regression ⋮ Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables

Uses Software

• Ox
• QRM
• G@RCH

Cites Work

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• Lloyd's financial distress and contagion within the US property and liability insurance industry
• An introduction to copulas. Properties and applications
• Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
• Autoregressive Conditional Density Estimation

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