Búsqueda

Measurement and transfer of catastrophic risks : a simulation analysis

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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
24500‎$a‎Measurement and transfer of catastrophic risks‎$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
7001 ‎$0‎MAPA20170002505‎$a‎Zúñiga, Jesús
7001 ‎$0‎MAPA20170002512‎$a‎Ramírez Corzo, Marco A.
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎01/11/2010 Tomo 40 Número 2 - 2010