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Managing financial risks due to natural catastrophes

Robert Kast

Working Papers from LAMETA, Universtiy of Montpellier

Abstract: this paper was prepared for the First Journées d’Economie et Econométrie de l’Asssurance, in Rennes, October 22nd and 23rd, 2009. It’s a melting pot of several papers that I have written with my co-authors, plus a very short summary of Graciella Chichilnisky enlightening results. But, before proposing partial answers to the problem of modelling catastrophes in such a way as to be able to propose how to manage them, I try and grasp what we mean by catastrophe and what are the main problems, in the introduction.

Pages: 44 pages
Date: 2010-19, Revised 2010
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http://www.lameta.univ-montp1.fr/Documents/DR2010-19.pdf First version, 2010 (application/pdf)
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Persistent link: https://EconPapers.repec.org/RePEc:lam:wpaper:10-19

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