Measurement and transfer of catastrophic risks : a simulation analysis
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110055202 | ||
| 003 | MAP | ||
| 005 | 20170223123458.0 | ||
| 008 | 110921e20101101esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a2 | ||
| 100 | $0MAPA20090003712$aAlba, Enrique de | ||
| 245 | 0 | 0 | $aMeasurement and transfer of catastrophic risks$b: a simulation analysis$cEnrique de Alba, Jesús Zúñiga and Marco A. Ramírez Corzo |
| 520 | $aWhen 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. | ||
| 650 | 1 | $0MAPA20080615673$aTransferencia de riesgos | |
| 650 | 1 | $0MAPA20080612429$aRiesgos extraordinarios | |
| 650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 1 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080618476$aSiniestro máximo probable | |
| 700 | 1 | $0MAPA20170002505$aZúñiga, Jesús | |
| 700 | 1 | $0MAPA20170002512$aRamírez Corzo, Marco A. | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g01/11/2010 Tomo 40 Número 2 - 2010 |