Centro de Documentacion de Fundación MAPFRE - Risk modeling of property insurance claims from weather events

MAP20260001784

Risk modeling of property insurance claims from weather events / Lisa Gao and Peng Shi

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

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

1. Matemática del seguro . 2. Riesgos meteorológicos . 3. Tormentas . 4. Seguro de daños patrimoniales . 5. Pérdidas . 6. Indemnizaciones . 7. Cálculo actuarial . 8. Modelización mediante cópulas . 9. Seguro de pedrisco . I. Shi, Peng . II. International Actuarial Association . III. Título.