Risk modeling of property insurance claims from weather events

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      <subfield code="a">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</subfield>
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