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Record W2758193096 · doi:10.1017/asb.2017.32

ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING

2017· article· en· W2758193096 on OpenAlex
Gilles Stupfler, Fan Yang

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
aboutThe title or abstract carries a Canadian signal from the geographic lexicon.

Bibliographic record

VenueAstin Bulletin · 2017
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsBondExtreme value theoryRisk premiumFinancial marketEconomicsEconometricsFinancial crisisFinancial riskActuarial scienceFinanceMathematicsStatistics

Abstract

fetched live from OpenAlex

Abstract CAT bonds play an important role in transferring insurance risks to the capital market. It has been observed that typical CAT bond premiums have changed since the recent financial crisis, which has been attributed to market participants being increasingly risk averse. In this work, we first propose a new premium principle, the financial loss premium principle, which includes a term measuring losses in the financial market that we represent here by the Conditional Tail Expectation (CTE) of the negative daily log-return of the S&P 500 index. Our analysis of empirical evidence suggests indeed that in the post-crisis market, instead of simply increasing the fixed level of risk load universally, the increased risk aversion should be modeled jointly by a fixed level of risk load and a financial loss factor to reflect trends in the financial market. This new premium principle is shown to be flexible with respect to the confidence/exceedance level of CTE. In the second part, we focus on the particular example of extreme wildfire risk. The distribution of the amount of precipitation in Fort McMurray, Canada, which is a very important factor in the occurrence of wildfires, is analyzed using extreme value modeling techniques. A wildfire bond with parametric trigger of precipitation is then designed to mitigate extreme wildfire risk, and its premium is predicted using an extreme value analysis of its expected loss. With an application to the 2016 Fort McMurray wildfire, we demonstrate that the extreme value model is sensible, and we further analyze how our results and construction can be used to provide a design framework for CAT bonds which may appeal to (re)insurers and investors alike.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.242
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.032
GPT teacher head0.227
Teacher spread0.195 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it