Colección: Artículos
Título: Measurement and transfer of catastrophic risks : a simulation analysis / Enrique de Alba, Jesús Zúñiga and Marco A. Ramírez Corzo
Autor: Alba, Enrique de
Notas: Sumario: When analyzing catastrophic risk, traditional measures for evaluating risk, such as the probalbe maximum loss (PML), value at risk (VaR), tail-VaR, and others, can become practically impossible to obtain analytically in certain types of insurance, such as earthquake, and certain types of reinsurance arrangements, specially non-proportional with reinstatements. Given the available information, it can ve very difficult for an insurer to measure its risk exposure.
Registros relacionados: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/11/2010 Tomo 40 Número 2 - 2010
Materia / geográfico / evento: Transferencia de riesgos
Riesgos extraordinarios
Matemática del seguro
Cálculo actuarial
Siniestro máximo probable
Autores secundarios: Zúñiga, Jesús
Ramírez Corzo, Marco A.
Otras clasificaciones: 2
Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/