Costly Risk Bearing and the Supply of Catastrophic Insurance

Abstract
Catastrophe/Property, LOB – Earthquake
Volume
Vol. 63, No. 4
Page
657-671
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
Publications
Journal of Risk and Insurance, The
Authors
Neil A Doherty
Anne E Kleffner