Documents et rapports
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A dynamic model of extreme risk coverage : resilience and efficiency in the global reinsurance market (anglais)
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...
Type de document: Document de travail de recherche sur les politiques Numéro du rapport: WPS5807 Date du document: 1 septembre 2011 Mode de publication: Disclosed Auteur: Bibas, Ruben,Hallegatte,Stephane,Lemoyne de Forges, Sabine