Title page for ETD etd-04042002-141358


Document Type Master's Dissertation
Author Grobler, Roger R
Email roger.grobler@gmail.com
URN etd-04042002-141358
Document Title A framework for modelling losses arising from natural catastrophes in South Africa
Degree MComm
Department Actuarial Science
Supervisor
Advisor Name Title
Prof G L Marx Committee Chair
Keywords
  • South Africa
  • natural castrophes
  • property insurance
Date 2001-04-31
Availability unrestricted
Abstract
Property insurance covers policyholders against losses arising out of a wide range of occurrences. Premiums are calculated by taking into account estimates of the frequency and the severity of the losses. Estimating the frequency and severity arising from claims caused by natural catastrophes is difficult, due to the relatively low frequency of natural catastrophes, and the unavailability of historical catastrophe claims data. The accumulation of a large number of claims in the geographical area affected by the catastrophe is of particular interest to insurers and reinsurers alike.

This dissertation discusses the fundamental issues underlying the modelling insurance losses from natural catastrophes in South Africa. A suggestion is given of the key parameters that need to be taken into account, and a framework is given for models describing losses arising from floods, hail and tornadoes.

Copyright 2001, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria

Please cite as follows:

Grobler, RR, 2001, A framework for modelling losses arising from natural catastrophes in South Africa , MCom dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd-04042002-141358/>

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