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Application of catastrophe loss modelling to promote property insurance in developing countries
catastrophe loss modelling insurance risk management Tehran
2011/9/6
Many mega cities in developing countries are exposed to the sources of natural catastrophes, particularly seismic activity. A high level of seismic hazard in some of these places, coupled with a relat...
Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk
Optimal dividend reinsurance strategy Optimal
2010/10/21
We consider an optimal control problem of a property insurance company with proportional reinsurance strategy. The insurance business brings in catastrophe risk, such as earthquake and flood. The cata...