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

Notas: 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 stormRegistros relacionados: 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- 262Materia / lugar / evento: Matemática del seguro Riesgos meteorológicos Tormentas Seguro de daños patrimoniales Pérdidas Indemnizaciones Cálculo actuarial Modelización mediante cópulas Seguro de pedrisco Otros autores: Shi, Peng
International Actuarial Association
Outras classificações: 6

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