Catastrophic Shocks in the Property-Liability Insurance Industry: Evidence on Regulatory and Contagion Effects

Abstract
Catastrophe/Property
Volume
Vol. 63, No. 4
Page
619-637
Year
1996
Categories
Actuarial Applications and Methodologies
Reserving
Equalization/Catastrophe Reserves
Actuarial Applications and Methodologies
Ratemaking
Large Loss and Extreme Event Loading
Financial and Statistical Methods
Extreme Event Modeling
Natural Peril Modeling
Publications
Journal of Risk and Insurance, The
Authors
Lazarus A Angbazo
Ranga Narayanan