Wanting robustness in insurance: A model of catastrophe risk pricing and its empirical test-Reference-Cited by-同舟云学术

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Wanting robustness in insurance: A model of catastrophe risk pricing and its empirical test

Published:2017-11 Issue: Volume:77 Page:14-23
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Zhu Wenge

Publisher

Elsevier BV

Subject

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

Reference33 articles.

1. An equilibrium model of catastrophe insurance futures and spreads;Aase,1999

2. Le role des valeurs boursieres pour la repartition la meilleure des risques;Arrow,1953

3. Equilibrium in a reinsurance market;Borch;Econometrica,1962

4. Pricing in the primary market for cat bonds: New empirical evidence;Braun;J. Risk Insurance,2015

5. Mathematical Methods in Risk Theory;Bühlmann,1970

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