Spatial Risk Measures and Rate of Spatial Diversification

Spatial Risk Measures and Rate of Spatial Diversification

An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a corresponding set of axioms which are well suited to analyze the risk d...

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Bibliographic Details
Main Author: Erwan Koch
Format: Article
Language:English
Published: MDPI AG 2019-05-01
Series:Risks
Subjects:
central limit theorem
insurance
max-stable random fields
rate of spatial diversification
reinsurance
risk management
risk theory
spatial dependence
spatial risk measures and corresponding axiomatic approach
Online Access:https://www.mdpi.com/2227-9091/7/2/52

Internet

https://www.mdpi.com/2227-9091/7/2/52

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