Measurement and transfer of catastrophic risks : a simulation analysis

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      <subfield code="a">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.</subfield>
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      <subfield code="g">01/11/2010 Tomo 40 Número 2  - 2010 </subfield>
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