A life insurance inspired model of cats bond pricing. What we can learn from insurer’s participation decisions in the California Earthquake Authority. Long term evolution of the
Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market, joint with John Major (2020) Actuarial Geometry, risks (2017) A
This paper introduces an straightforward algorithm to determine a range of prices consistent with complete information about the risk but only partial information about the pricing risk
Cartograms
LP solver method of placement; cartogrammetry PWT into Cartograms Gridded data Census data Carto TODO list What is a prepared geometry? How useful? Spring apart method on small