An actuarial approach for modeling pandemic risk
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References listed on IDEAS
- Hua Chen & Samuel Cox, 2009. "An Option-Based Operational Risk Management Model for Pandemics," North American Actuarial Journal, Taylor & Francis Journals, vol. 13(1), pages 54-76.
- Runhuan Feng & Jose Garrido, 2011. "Actuarial Applications of Epidemiological Models," North American Actuarial Journal, Taylor & Francis Journals, vol. 15(1), pages 112-136.
- Claude Lefe`vre & Sergey Utev, 1999. "Branching Approximation for the Collective Epidemic Model," Methodology and Computing in Applied Probability, Springer, vol. 1(2), pages 211-228, September.
- Na Jia & Lawrence Tsui, 2005. "Epidemic Modelling using Sars as a Case Study," North American Actuarial Journal, Taylor & Francis Journals, vol. 9(4), pages 28-42.
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Keywords
SIR ; epidemic risk ; COVID-19 ; jump-diffusion;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HEA-2021-01-11 (Health Economics)
- NEP-RMG-2021-01-11 (Risk Management)
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