Risk modeling of property insurance claims from weather events
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<dc:creator>Gao, Lisa </dc:creator>
<dc:creator>Shi, Peng</dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2025-05-12</dc:date>
<dc:description xml:lang="es">Sumario: The localized nature of severe weather events leads to a concentration of correlated risks that can substantially amplify aggregate event-level losses. They propose a copula-based regression model for replicated spatial data to characterize the dependence between property damage claims arising from a common storm when analyzing its financial impact. The factor copula captures the location-based spatial dependence between properties, as well as the aspatial dependence induced by the common shock of experiencing the same storm</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189406.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Riesgos meteorológicos</dc:subject>
<dc:subject xml:lang="es">Tormentas</dc:subject>
<dc:subject xml:lang="es">Seguro de daños patrimoniales</dc:subject>
<dc:subject xml:lang="es">Pérdidas</dc:subject>
<dc:subject xml:lang="es">Indemnizaciones</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Modelización mediante cópulas</dc:subject>
<dc:subject xml:lang="es">Seguro de pedrisco</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Risk modeling of property insurance claims from weather events</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 12/05/2025 Volume 55 Issue 2 - may 2025 , p. 242- 262</dc:relation>
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