Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
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DOI: 10.1016/j.insmatheco.2013.11.002
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- Martin Eling & Ruo Jia, 2017. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 20(1), pages 63-77, March.
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Keywords
Risk theory; Hurricane risk; Risk measures; El Niño/Southern Oscillation (ENSO); Florida hurricanes;All these keywords.
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