Imagen de Portada

Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Gao, Hang, Yang, Shuohua, Liu, Xinli
Formato:	Preprint
Publicado:	2024
Materias:	Risk Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Monopoly Pricing of Weather Index Insurance
por: Boonen, Tim J., et al.
Publicado: (2025)

Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
por: Geng, Bingzhen, et al.
Publicado: (2024)

Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling
por: Nguyen, Minh Chau, et al.
Publicado: (2025)

The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
por: Assa, Hirbod
Publicado: (2026)

Robust Investment-Driven Insurance Pricing and Liquidity Management
por: Chen, Bingzheng, et al.
Publicado: (2026)

Robust Insurance Pricing and Liquidity Management
por: Pang, Shunzhi
Publicado: (2025)

Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk
por: Bairakdar, Roba, et al.
Publicado: (2024)

Diversification quotients: Quantifying diversification via risk measures
por: Han, Xia, et al.
Publicado: (2022)

Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
por: Hooda, Soumil, et al.
Publicado: (2024)

SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
por: Lin, Luyun, et al.
Publicado: (2025)

Improving Estimation of Portfolio Risk Using New Statistical Factors
por: Liu, Xialu, et al.
Publicado: (2024)

Physical Climate Risk in Asset Management
por: Azzone, Michele, et al.
Publicado: (2025)

Project Risk Management from the bottom-up: Activity Risk Index
por: Acebes, Fernando, et al.
Publicado: (2024)

Robust Investment-Driven Insurance Pricing under Correlation Ambiguity
por: Pang, Shunzhi
Publicado: (2026)

Statistics of Extremes for the Insurance Industry
por: Albrecher, Hansjoerg, et al.
Publicado: (2025)

Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
por: Liu, Yang, et al.
Publicado: (2026)

Improving Business Insurance Loss Models by Leveraging InsurTech Innovation
por: Quan, Zhiyu, et al.
Publicado: (2024)

Strengthening Risk Management in Pharmacovigilance
por: Vani Pathuri
Publicado: (2019)

Algorithmic Insurance
por: Bertsimas, Dimitris, et al.
Publicado: (2021)

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
por: Lucius, Travon, et al.
Publicado: (2025)

Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
por: Fogarty, Heather N., et al.
Publicado: (2026)

Sensitivity Analysis of Ruin of an Insurance Company in Ghana
por: Pabifio, Daniel Tawiah
Publicado: (2024)

Lessons From Model Risk Management in Financial Institutions for Academic Research
por: Alaghmandan, Mahmood, et al.
Publicado: (2024)

A Theoretical Framework Bridging Model Validation and Loss Ratio in Insurance
por: Hedges, C. Evans
Publicado: (2025)

Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach
por: Dömötör, Barbara, et al.
Publicado: (2025)

Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
por: Iftikhar, Erum, et al.
Publicado: (2025)

Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
por: Mao, Tiantian, et al.
Publicado: (2024)

A Motif-Based Framework for Decomposing Risk Spillovers
por: Shao, Ying-Hui, et al.
Publicado: (2026)

Subsidising Inclusive Insurance to Reduce Poverty
por: Flores-Contró, José Miguel, et al.
Publicado: (2021)

Asymptotics of Sum of Heavy-tailed Risks with Copulas
por: Yang, Fan, et al.
Publicado: (2024)

Diversification of flood risk management in the Netherlands: Implications for boundary judgement practices
por: Joanne Vinke‐de Kruijf, et al.
Publicado: (2024)

Is TabPFN the Silver Bullet for Insurance Pricing?
por: Deprez, Bruno, et al.
Publicado: (2026)

Lambda Value-at-Risk under ambiguity and risk sharing
por: Liu, Peng, et al.
Publicado: (2025)

Model Risk Management for Generative AI In Financial Institutions
por: Bhattacharyya, Anwesha, et al.
Publicado: (2025)

A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
por: Gabric, Lydia J., et al.
Publicado: (2025)

Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach
por: Boonen, Tim J., et al.
Publicado: (2025)

Risk spillovers between the BRICS and the U.S. staple grain futures markets
por: Shao, Ying-Hui, et al.
Publicado: (2024)

Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
por: Sepper, Otar
Publicado: (2026)

Incentive Pareto Efficiency in Monopoly Insurance Markets with Adverse Selection
por: Andraos, Maria, et al.
Publicado: (2026)

To hire or not to hire? Underwriter staffing analysis for AMERICAN Insurance Company
por: Kevin Pan, et al.
Publicado: (2025)