8th Symposium on Finance, Banking, and Insurance
Universität Karlsruhe (TH), Germany, December 15 - 17, 1999


 

Thursday - Section 7 - Catastrophe Insurance and Risk Measures

 

  A Optimal Catastrophe Insurance with Correlated Catastrophes  
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  A The Basic Risks of Index Linked CAT Loss Securities  
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  A An Application of Piecewise Deterministic Markov Processes to the Pricing of Catastrophe Options  
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  A Different Degrees of Information and their Implementation for Risk Measures  
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  A Risk Management and Capital Allocation with Coherent Measures of Risk  
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