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Managing financial risks due to natural catastrophes

Robert Kast 1, 2

(2011)

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.

1:	Laboratoire Montpelliérain d'Économie Théorique et Appliquée (LAMETA)
	Université Montpellier I – CNRS : UMR5474 – Institut national de la recherche agronomique (INRA) : UR1135 – Centre international de hautes études agronomiques méditerranéennes [CIHEAM]
2:	Institut Français de Pondichéry (IFP)
	Ministère des Affaires étrangères et européennes – CNRS : UMIFRE21

Subject

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Humanities and Social Sciences/Economies and finances

Keyword(s): catastrophe – risk – hedging instruments – cat-bonds – ambiguity – long term

hal-00610241, version 1

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From: Anurupa Naik <>

Submitted on: Thursday, 21 July 2011 13:42:24

Updated on: Friday, 22 July 2011 09:43:53