Catastrophe Pricing is an insurance pricing methodology that specifically accounts for the financial risk of low-frequency, high-severity events by modeling extreme tail losses and incorporating event-specific hazard, exposure, and vulnerability parameters distinct from conventional actuarial pricing approaches.
137
Publications
6.9K
Citations
224
Authors
151
Institutions
Publications per year
2017–2026
26
Parents
Publications
137
Market Liquidity, Hedging, and Crashes
Gerard Gennotte, Hayne E. Leland · American Economic Review · 1990 · 551 citations
Joshua D. Coval, Jakub W. Jurek, Erik Stafford · American Economic Review · 2009 · 341 citations
Joshua D. Coval, Jakub W. Jurek, Erik Stafford · SSRN Electronic Journal · 2008 · 286 citations · Full text
1–5 of 137
Authors
224
- KF
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- PG
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- DM
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- MR
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- AA
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1–5 of 224
Institutions
151
University of Pennsylvania
Philadelphia, United States
7 h-index
9 publications
619 citations
National Bureau of Economic Research
Cambridge, United States
5 h-index
7 publications
849 citations
University of Toronto
Toronto, Canada
4 h-index
8 publications
564 citations
Polish Academy of Sciences
Warsaw, Poland
4 h-index
7 publications
304 citations
Systems Research Institute
Warsaw, Poland
4 h-index
7 publications
304 citations
Florida State University
Tallahassee, United States
4 h-index
8 publications
211 citations
University of California, Berkeley
Berkeley, United States
3 h-index
4 publications
380 citations
University of Waterloo
Waterloo, Canada
3 h-index
4 publications
266 citations
1–8 of 151
Venues
- Insurance Mathematics and Economics
16 publications · 841 citations
14
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- Journal of Risk & Insurance
13 publications · 606 citations
13
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- SSRN Electronic Journal
Repository · 10 publications · 556 citations
10
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- Journal of Banking & Finance
5 publications · 249 citations
5
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- Risk Management and Insurance Review
4 publications · 91 citations
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