Description: This is an abstract of presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in Iowa City, Iowa. In this talk, we examine the modeling of insurance losses resulting from natural catastrophes, particularly losses to residential and commercial structures as a result of earthquakes. The model proposed can also be used for other types of natural catastrophes such as floods and hurricanes.

Description: This abstract describes a paper that considers various specifications of the general discrete time risk model in which a serial dependence structure is introduced between the claims for each period.

Description: This is the abstract for the presentation on risk models based on time series for count random variables.

Description: This abstract describes a paper that considers an insurance portfolio consisting of several dependent risks and aims to evaluate the capital allocation for the overall portfolio and the contribution of each risk over their aggregation.