8th Symposium on Finance, Banking, and Insurance
Universität Karlsruhe (TH), Germany, December 15 - 17, 1999
Thursday - Section 7 -
Catastrophe Insurance and Risk Measures
Schlesinger, H.;
Loubergé, H.
University of Alabama
Email:
hschlesi@cba.ua.edu
A
Optimal Catastrophe Insurance with Correlated Catastrophes
P
Cummins, J. David
; Lalonde, D.;
Phillips, R.
The Wharton School
Email:
cummins@wharton.upenn.edu
A
The Basic Risks of Index Linked CAT Loss Securities
P
-
Muermann, A.
London School of Economics
Email:
A.Muermann@lse.ac.uk
A
An Application of Piecewise Deterministic Markov Processes to the Pricing of Catastrophe Options
P
-
Schott, W.
Universität Hamburg
Email:
schott@hermes1.econ.uni-hamburg.de
A
Different Degrees of Information and their Implementation for Risk Measures
P
-
Artzner, Philippe
; Delbaen, F.; Eber, J.-M.; Heath, D.
ULP, Strasbourg
Email:
artzner@math.u-strasbg.fr
A
Risk Management and Capital Allocation with Coherent Measures of Risk
P