Decomposing catastrophic risk

DOI10.1016/S0167-6687(98)00041-9zbMath0942.91050OpenAlexW1999784523MaRDI QIDQ1293815

Harris Schlesinger

Publication date: 29 June 1999

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00041-9

zbMATH Keywords

securitizationcatastrophe riskparticipating insurance policy

Mathematics Subject Classification ID

Related Items (2)

Measuring the impact of dependence between claims occurrences. ⋮ Livestock mortality catastrophe insurance using fatal shock process

Cites Work

• First order versus second order risk aversion

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