Falk Niehörster

The authors of this paper apply a newly developed insurance pricing model to two catastrophe model data sets relating to hurricane risk in two locations in the Atlantic basin, estimating ambiguity loads – the extra insurance premium due to ambiguity – and showing how these depend on the insurer’s attitude to ambiguity. Read more

Working Paper 151 Abstract Operational seasonal forecasting centres employ simulation models to make probability forecasts of future conditions on seasonal... Read more