Author: cshmanager

Author Robert Kast Publisher Institut Français de Pondichéry / Centre de Sciences Humaines Year : 2011 Pages : 44 p. Series USR 3330 “Savoirs et Mondes Indiens” Working papers series n°4 Price : (Not for sale). Available online at http://hal.archives-ouvertes.fr/hal-00610241 ISBN : — Abstract This paper was prepared for the First Journées d’Economie et Econométrie de l’Asssurance, in Rennes, October 22nd and 23rd, 2009. It’s a melting pot of several papers that I have written with my co-authors, plus a very short summary of Graciella Chichilnisky enlightening results. But, before proposing partial answers to the problem of modelling catastrophes in such a way as to be able to propose how to manage them, I try and grasp what we mean by catastrophe and what are the main problems, in the introduction. Keywords catastrophe, risk, hedging instruments, cat-bonds, ambiguity, long term

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Author Robert Kast Publisher Institut Français de Pondichéry / Centre de Sciences Humaines Year : 2011 Pages : 44 p. Series USR 3330 “Savoirs et Mondes Indiens” Working papers series n°4 Price : (Not for sale). Available online at http://hal.archives-ouvertes.fr/hal-00610241 ISBN : — Abstract This paper was prepared for the First Journées d’Economie et Econométrie de l’Asssurance, in Rennes, October 22nd and 23rd, 2009. It’s a melting pot of several papers that I have written with my co-authors, plus a very short summary of Graciella Chichilnisky enlightening results. But, before proposing partial answers to the problem of modelling catastrophes in such a way as to be able to propose how to manage them, I try and grasp what we mean by catastrophe and what are the main problems, in the introduction. Keywords catastrophe, risk, hedging instruments, cat-bonds, ambiguity, long term

Author Robert Kast Publisher Institut Français de Pondichéry / Centre de Sciences Humaines Year : 2011 Pages : 44 p. Series USR 3330 “Savoirs et Mondes Indiens” Working papers series n°4 Price : (Not...