Measurement and transfer of catastrophic risks : a simulation analysis

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<rdf:Description>
<dc:creator>Alba, Enrique de</dc:creator>
<dc:creator>Zúñiga, Jesús</dc:creator>
<dc:creator>Ramírez Corzo, Marco A.</dc:creator>
<dc:date>2010-11-01</dc:date>
<dc:description xml:lang="es">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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/133601.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Transferencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Riesgos extraordinarios</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Siniestro máximo probable</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Measurement and transfer of catastrophic risks : a simulation analysis</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/11/2010 Tomo 40 Número 2  - 2010 </dc:relation>
</rdf:Description>
</rdf:RDF>