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Managing financial risks due to natural catastrophes

  • Robert Kast

    ()

    (LAMETA - Laboratoire Montpelliérain d'Économie Théorique et Appliquée - CNRS - Centre National de la Recherche Scientifique - Institut national de la recherche agronomique (INRA) - UM1 - Université Montpellier 1 - Centre international de hautes études agronomiques méditerranéennes [CIHEAM], IFP - Institut Français de Pondichéry - CNRS - Centre National de la Recherche Scientifique - Ministère des Affaires étrangères et européennes)

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    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.

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    Date of creation: 2011
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    Handle: RePEc:hal:wpaper:hal-00610241
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