Published March 23, 2009 | Version v1
Miscellaneous Open

Towards terrorism modeling in damage insurance

Creators

Description

The purpose of this final paper is to examine terrorism risk within the French property insurance market framework and to define a mathematical modelling for it. In the first chapter, terrorism is presented from an historical point of view and usual definitions are given. French terrorism insurance's measures taken by the insurance industry regarding this risk and some specificities are described in the second chapter. Third chapter raises the question of the terrorism's insurable nature and outline how the French market has answered this phenomenon. The last chapter puts forward a scenario based approach and introduces terrorism's frequency and severity mathematical modelling for GAREAT 'Risques Lourds' and GAREAT 'Risques de Masse'. (author)

Abstract (French)

L'objet de ce memoire est de proposer une modelisation mathematique du risque terroriste dans les buts de mieux le comprendre et d'ameliorer le controle des expositions supportees dans le cadre du marche francais. Un premier chapitre propose une presentation du terrorisme et en expose differentes definitions.Dans un second chapitre nous presentons le contexte historique de l'assurance du risque terroriste en France. Pour les periodes pre et post 11 septembre 2001 nous evoquons les dispositions particulieres prevues aux contrats d'assurance et le contexte legislatif specifique. Le troisieme chapitre pose la question de l'assurabilite d'un tel risque puis expose la reponse francaise a ce defi. Nous nous interessons en particulier a quelques elements de reponse qui montrent que le risque terroriste est a part dans le paysage de l'assurance. Le dernier chapitre presente une approche basee sur des scenarios qui sont supportes par des dires d'experts. Une modelisation de frequence et de severite y est proposee pour les programmes de reassurance de GAREAT Risques Lourds et GAREAT Risque de Masse. (auteur)

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Additional details

Additional titles

Original title (French)
Vers la modelisation du terrorisme en assurance dommage

Publishing Information

Imprint Pagination
74 p.
Report number
FRNC-TH--10690

INIS

Country of Publication
France
Country of Input or Organization
France
INIS RN
50083100
Subject category
S22: GENERAL STUDIES OF NUCLEAR REACTORS; S97: MATHEMATICAL METHODS AND COMPUTING;
Resource subtype / Literary indicator
Thesis
Descriptors DEI
DAMAGE; FREQUENCY ANALYSIS; HISTORICAL ASPECTS; INSURANCE; MATHEMATICAL MODELS; MAXIMUM-LIKELIHOOD FIT; PROBABILISTIC ESTIMATION; RANDOMNESS; RISK ASSESSMENT; SABOTAGE; SECURITY; VULNERABILITY
Descriptors DEC
CALCULATION METHODS; MATHEMATICAL SOLUTIONS; NUMERICAL SOLUTION

Optional Information

Notes
9 refs.; Available from the INIS Liaison Officer for France, see the INIS website for current contact and E-mail addresses