Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events

Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events

This study presents an easy-to-handle approach to measuring the severity of reinsurance that faces a system of dependent claims, where the reinsurance contracts are of excess loss or proportional loss. The proposed approach is a natural generalization of common reinsurance methodologies providing a...

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Bibliographic Details
Main Authors: Elroi Hadad, Tomer Shushi, Rami Yosef
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Risks
Subjects:
loss retention
reinsurance policy
reinsurance claim
catastrophic events
risk management
financial simulation
Online Access:https://www.mdpi.com/2227-9091/11/3/50

Internet

https://www.mdpi.com/2227-9091/11/3/50

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