Wanting robustness in insurance : a model of catastrophe risk pricing and its empirical test
Year of publication: |
November 2017
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Authors: | Zhu, Wenge |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 77.2017, p. 14-23
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Subject: | Ambiguity aversion | Robust control theory | Catastrophe risk pricing | CAT bonds | Catastrophe-linked securities | Risikomodell | Risk model | Katastrophe | Disaster | Theorie | Theory | Robustes Verfahren | Robust statistics | Elementarschadenversicherung | Natural disaster insurance | Rückversicherung | Reinsurance |
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