Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne - In: Insurance: Mathematics and Economics 54 (2014) C, pp. 123-132
In the line of Cossette et al. (2003), we adapt and refine known Markovian-type risk models of Asmussen (1989) and Lu and Li (2005) to a hurricane risk context. These models are supported by the findings that El Niño/Southern Oscillation (as well as other natural phenomena) influence both the...
