Centro de Documentacion de Fundación MAPFRE - Measurement and transfer of catastrophic risks : a simulation analysis

Notas: 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.Registros relacionados: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/11/2010 Tomo 40 Número 2 - 2010 Materia / lugar / evento: Transferencia de riesgos Riesgos extraordinarios Matemática del seguro Cálculo actuarial Siniestro máximo probable Otros autores: Zúñiga, Jesús
Ramírez Corzo, Marco A.
Outras classificações: 2

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