Measurement and transfer of catastrophic risks : a simulation analysis

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<title>Measurement and transfer of catastrophic risks</title>
<subTitle>: a simulation analysis</subTitle>
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<namePart>Zúñiga, Jesús</namePart>
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<namePart>Ramírez Corzo, Marco A.</namePart>
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<dateIssued encoding="marc">2010</dateIssued>
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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Enrique de Alba, Jesús Zúñiga and Marco A. Ramírez Corzo</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080615673">
<topic>Transferencia de riesgos</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080612429">
<topic>Riesgos extraordinarios</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579258">
<topic>Cálculo actuarial</topic>
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<topic>Siniestro máximo probable</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>
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<text>01/11/2010 Tomo 40 Número 2  - 2010 </text>
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