Project Output - Climate Change and Extreme Events

Managing Tail Risks

Project Output

Explaining the Failure to Insure Catastrophic Risks
Kousky, C. and R. Cooke
The Geneva Papers on Risk and Insurance - Issues and Practice | Vol. 37, No. 2 | 206-227

Managing Dependencies in Forest Offset Projects: Toward a More Complete Evaluation of Reversal Risk
David M. Cooley, Christopher S. Galik, Thomas P. Holmes, Carolyn Kousky, Roger M. Cooke
Mitigation and Adaptation of Strategies for Global Change | 2012 | Vol. 17, No. 1 | pp. 17-24

Fat-Tailed Distributions: Data, Diagnostics, and Dependence
Roger M. Cooke and D. Nieboer, with Jolanta Misiewicz
RFF Discussion Paper 11-19-REV | September 2011

The Limits of Securitization Micro-correlations, Fat Tails and Tail Dependence
Carolyn Kousky and Roger M. Cooke
Re-Thinking Risk Measurement and Reporting, Uncertainty, Bayesian Analysis and Expert Judgement | Klaus Boecker, ed. | London: Risk Books | 2011 | pp. 295-330

Risk Premia and the Social Cost of Carbon: A Review
Kousky, C., Kopp, R. E., and R. M. Cooke
Economics: The Open-Access, Open-Assessment E-Journal | Vol. 5, 2011-21

Vines and Continuous Non-Parametric Bayesian Belief Nets, With Emphasis on Model Learning
Dorota Kurowicka; Roger M. Cooke
Re-Thinking Risk Measurement and Reporting, Uncertainty, Bayesian Analysis and Expert Judgement | Klaus Boecker, ed. | London: Risk Books | 2011 | pp. 273-294

The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations
Carolyn Kousky, Roger M. Cooke
RFF Discussion Paper 09-36-REV | November 2009

Climate Change and Risk Management: Challenges for Insurance, Adaptation, and Loss Estimation
Carolyn Kousky, Roger M. Cooke
RFF Discussion Paper 09-03-REV | February 2009

Vines Arise
R.M. Cooke, H. Joe, K. Aas
Dependence Modeling: Vine Copula Handbook | Dorota Kurowick and Harry Joe, eds. | Singapore: World Scientic Co. Pte. Ltd. | 2011 | 978-981-4299-87-9, 981-4299-87-1

Micro-Correlations and Tail Dependence
R. M. Cooke, C. Kousky, and H. Joe
Dependence Modeling: Vine Copula Handbook | Dorota Kurowick and Harry Joe, eds. | Singapore: World Scientic Co. Pte. Ltd. | 2011 | 978-981-4299-87-9, 981-4299-87-1

Are Catastrophes Insurable?
Roger M. Cooke, Carolyn Kousky
Resources Magazine | Summer 2009 (172)