The authors derive an asymptotically optimal catastrophe risk pool that approximates the true optimal pool for loss diversification and validate it via simulations and U.S. flood insurance data.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.RM 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling
The authors derive an asymptotically optimal catastrophe risk pool that approximates the true optimal pool for loss diversification and validate it via simulations and U.S. flood insurance data.