Abstract
Method
We use foundational actuarial concepts to build a full stochastic model of casualty catastrophe (cat) risk.
Results
Casualty cat modeling is achievable within the actuarial community.
Conclusions
An actuarial approach can be used to build a forward-looking stochastic casualty cat model.
Availability
Some but not all of our proprietary work may be available to the reader.
Volume
Spring
Year
2023
Keywords
Casualty Catastrophe, Casualty Cat, Cat Modeling, Casualty Catastrophe Modeling
Description
We use foundational actuarial concepts to build a full stochastic model of casualty catastrophe (cat) risk.
Publications
Casualty Actuarial Society E-Forum
Formerly on syllabus
Off
