Risk modeling of property insurance claims from weather events

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<title>Risk modeling of property insurance claims from weather events</title>
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<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20200012665">
<namePart>Gao, Lisa </namePart>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20100048726">
<namePart>Shi, Peng</namePart>
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<dateIssued encoding="marc">2025</dateIssued>
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<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Lisa Gao and Peng Shi</note>
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<topic>Matemática del seguro</topic>
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<topic>Riesgos meteorológicos</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080552800">
<topic>Tormentas</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080624934">
<topic>Seguro de daños patrimoniales</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080548575">
<topic>Pérdidas</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080572396">
<topic>Indemnizaciones</topic>
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<topic>Cálculo actuarial</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20090035034">
<topic>Modelización mediante cópulas</topic>
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<topic>Seguro de pedrisco</topic>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
<identifier type="local">MAP20077000420</identifier>
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<text>12/05/2025 Volume 55 Issue 2 - may 2025 , p.  242- 262</text>
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