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Risk modeling of property insurance claims from weather events

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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20200012665‎$a‎Gao, Lisa
24510‎$a‎Risk modeling of property insurance claims from weather events‎$c‎Lisa Gao and Peng Shi
520  ‎$a‎The 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
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080608392‎$a‎Riesgos meteorológicos
650 4‎$0‎MAPA20080552800‎$a‎Tormentas
650 4‎$0‎MAPA20080624934‎$a‎Seguro de daños patrimoniales
650 4‎$0‎MAPA20080548575‎$a‎Pérdidas
650 4‎$0‎MAPA20080572396‎$a‎Indemnizaciones
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20090035034‎$a‎Modelización mediante cópulas
650 4‎$0‎MAPA20080587895‎$a‎Seguro de pedrisco
7001 ‎$0‎MAPA20100048726‎$a‎Shi, Peng
7102 ‎$0‎MAPA20100017661‎$a‎International Actuarial Association
7730 ‎$w‎MAP20077000420‎$g‎12/05/2025 Volume 55 Issue 2 - may 2025 , p. 242- 262‎$x‎0515-0361‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association