Adjusting catastrophe model ensembles using importance sampling, with application to damage estimation for varying levels of hurricane activity
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DOI: 10.1002/met.1839
Abstract: Risk modellers in the insurance industry use catastrophe models to estimate the distribution of possible damage from natural catastrophes. The output from catastrophe models is often adjusted to create alternative risk scenarios. These adjustments are… read more here.
Keywords: damage; catastrophe; levels hurricane; hurricane activity ... See more keywords