Earthquake Insurance Risk
Abstract/Contents
- Abstract
The main topics of this report are the development of models to estimate earthquake insurance premium rates and insurance strategies.
Combinations of probabilistic iso-damage and exposure maps are used to forecast insurance losses and determine insurance rates. The issue of the potential threat of loss accumulation is also treated. Dynamic and stochastic dynamic programming models are developed. Then these models are employed to forecast limits within which the insurance business will flow in time. Insurance rates, loss accumulation, solvency problems, reserve allocation, and reinsurance distribution are treated with these models.
Description
| Type of resource | text |
|---|---|
| Date created | January 1985 |
Creators/Contributors
| Author | Boissonnade, AC | |
|---|---|---|
| Author | Shah, HC |
Subjects
| Subject | loss estimation |
|---|---|
| Subject | insurance |
| Subject | stochastic |
| Genre | Technical report |
Bibliographic information
| Related item | |
|---|---|
| Location | https://purl.stanford.edu/pm576nz2022 |
Access conditions
- Use and reproduction
- User agrees that, where applicable, content will not be used to identify or to otherwise infringe the privacy or confidentiality rights of individuals. Content distributed via the Stanford Digital Repository may be subject to additional license and use restrictions applied by the depositor.
- License
- This work is licensed under a Creative Commons Attribution 3.0 Unported license (CC BY).
Preferred citation
- Preferred Citation
- Boissonnade, A.C. and Shah, H.C.. (1985). Earthquake Insurance Risk. John A. Blume Earthquake Engineering Center Technical Report 68. Stanford Digital Repository. Available at: http://purl.stanford.edu/pm576nz2022
Collection
John A. Blume Earthquake Engineering Center Technical Report Series
View other items in this collection in SearchWorksContact information
- Contact
- jabeec-email@stanford.edu
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