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Building a hurricane risk map for continental Portugal based on loss data from ...
Hauser, Andrea; Rosa, Carlos; Esteves, Rui Esteves; Moura, Alexandra; Oliveira, CarlosA complete model to analyse and predict future losses in the property portfolio of an insurance company due to hurricanes is proposed. A novel statistical model, in which weather data is not required, is considered. Climate data may not be reliable, or may be difficult to deal with or to obtain, hence we reconstruct the storm behaviour through the registered claims and respective losses. The model is calibrated...
Data: 2021
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Origem: Repositório da Universidade de Lisboa