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A dynamic model of extreme risk coverage : resilience and efficiency in the global reinsurance market (English)

Abstract

This paper presents a dynamic model of the reinsurance market for catastrophe risks. The model is based on the classical capacity-constraint assumption. Reinsurers choose every year the quantity of risk they cover and the level of external capital they... See More +

Details

  • Lemoyne de Forges, Sabine; Bibas, Ruben; Hallegatte, Stephane;
  • 2011/09/01
  • Policy Research Working Paper
  • WPS5807
  • 1 of 1
  • World
  • The World Region
  • 2011/09/01
  • A dynamic model of extreme risk coverage : resilience and efficiency in the global reinsurance market
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