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Property insurance loss distributions

Published:2000-11 Issue:1-2 Volume:287 Page:269-278
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Burnecki Krzysztof,Kukla Grzegorz,Weron Rafał

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference18 articles.

1. Swiss Reinsurance Co., Sigma no. 2/2000, www.swissre.com, 2000.

2. Guy Carpenter & Co., Natural Hazards – Review of the Year 1999, www.guycarp.com/publications/white/whitep.html, 2000.

3. Guy Carpenter & Co., The World Catastrophe Reinsurance Market 1999, www.guycarp.com/publications/white/whitep.html, 1999.

4. Chicago Board of Trade, PCS Catastrophe Insurance Options: A User's Guide, CBOT, Chicago, 1995.

5. A. Weron, R. Weron, Financial Engineering: Derivatives Pricing, Computer Simulations, Market Statistics, WNT, Warsaw, 1998, (in Polish).

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