13 mars 2023Incorporating Explicit General Inflation in the Estimation of the Non-Life Claims Reserve"We consider two possible approaches to the problem of incorporating explicit general (i.e. economic) #inflation in the #non_life...
7 mars 2023Bayesian Cart Models for Insurance Claims FrequencyThis paper focuses on the development of #bayesian classification and regression tree (#cart) models for claims frequency modeling in...
27 févr. 2023A Gentle Introduction to Risk Aversion and Utility Theory"We describe a simple model of #insurance demand that can be applied to the #propertyinsurance, #liabilityinsurance, #lifeinsurance, and...
16 févr. 2023Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and ReinsurersThis article offers a #riskmanagement framework specifically designed for the #insurance and #reinsurance industries to analyze the...