An Option-Theoretic Model of Catastrophes Applied to Mortgage Insurance

Abstract
LOB- Mortgage Insurance
Volume
Vol. 63, No. 4
Page
639-656
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
Other Extreme Events
Business Areas
Other Lines of Business
Publications
Journal of Risk and Insurance, The
Authors
James B Kau
Donald C Keenan