๐”– Bobbio Scriptorium
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A Systems Approach to Modeling Catastrophic Risk and Insurability

โœ Scribed by A. Amendola; Y. Ermoliev; T. Y. Ermolieva; V. Gitis; G. Koff; J. Linnerooth-Bayer

Book ID
110259761
Publisher
Springer Netherlands
Year
2000
Tongue
English
Weight
142 KB
Volume
21
Category
Article
ISSN
0921-030X

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A methodology for rational pricing of catastrophe insurance is described. The methodology has two components: a solvency-and stability-based pricing framework, and an engine to quantify the loss variability that drives solvency and stability. Generalization to account for contagious effects of catas