Recent research developments affecting nonlife Insurance -The CAS risk premium project 2013 update

Colección: Artículos

Título: Recent research developments affecting nonlife Insurance -The CAS risk premium project 2013 update / Christian Biener, Martin Eling, Shailee Pradhan

Notas: Sumario: This article reports the main results of the 2013 Risk Premium Project update, a yearly review of actuarial and finance literature on the theory and empirics of risk assessment for propertycasualty insurance. The literature review reveals a broad variety of topics, with a strong leaning toward catastrophe risk, market efficiency, and new valuation techniques. Within the field of catastrophe risk, the role of weather and climate-related risks for the insurance sector is reviewed and both the threats and the opportunities arising from the changing risk landscape are discussed.

Otras clasificaciones: 7

Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/