Modeling Catastrophes and their Impact on Insurance Portfolios

Author:

Cossette Hélène,Duchesne Thierry,Marceau Étienne

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference47 articles.

1. Applied Technology Council . 1985 . “ Earthquake Damage Evaluation Data for California ” . San Francisco ATC-13 report

2. Coherent Measures of Risk

3. Modeling and Comparing Dependencies in Multivariate Risk Portfolios

4. Modeling large claims in non-life insurance

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