Fed: Model Uncertainty and the Pricing of Hurricane Risk in Florida
March 24, 2026
March 24, 2026
WASHINGTON, March 24 (TNSLrpt) -- The Federal Reserve issued the following white paper abstract (No. 2026-016) on March 23, 2026. The white paper, by Erik Heitfield, was entitled "Model Uncertainty and the Pricing of Hurricane Risk in Florida".
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Model Uncertainty and the Pricing of Hurricane Risk in Florida
Abstract:
This paper examines how model uncertainty affects the price of catastrophe risk insurance. We use unique data on e . . .
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Model Uncertainty and the Pricing of Hurricane Risk in Florida
Abstract:
This paper examines how model uncertainty affects the price of catastrophe risk insurance. We use unique data on e . . .