Simulation Analysis of Catastrophe Loss Model and Reinsurance Premium under Optimal Value-at-Risk

碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 91 === Catastrophe risk occurs at once that will cause the damage of lots of insurance objective in the same area. Immediately, it will increase the burden of insurance company or reinsurance company. Meanwhile, it is uncertain that the damage caused from acciden...

Full description

Bibliographic Details
Main Authors: Chang-wen Yang, 楊忠文
Other Authors: Shuo-fen Hsu
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/02277117940920527940