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The impact of dependencies between climate risks on the asset and liability side of non-life insurers - MaRDI portal

The impact of dependencies between climate risks on the asset and liability side of non-life insurers

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Publication:6550179

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DOI10.1007/s13385-023-00364-2zbMath1537.91247MaRDI QIDQ6550179

Onur Özdil, Nadine Gatzert

Publication date: 4 June 2024

Published in: European Actuarial Journal (Search for Journal in Brave)

zbMATH Keywords

asset-liability management collective risk model non-life insurance climate risks nonlinear dependencies

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Actuarial mathematics (91G05)

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