24 août 2023Optimal Robust Reinsurance with Multiple Insurers"We study a #reinsurer who faces multiple sources of #model #uncertainty. The reinsurer offers contracts to n #insurers whose #claims...
21 août 2023Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information"This paper examines a #stochastic one-period #insurancemarket with incomplete information. The aggregate amount of #claims follows a...
10 août 2023A Primer on the Economics of Conflicts of Interest in in Liability Insurance"There is a well-known conflict of interest between #liabilityinsurance #insurers and policyholders with respect to the decision to...
28 juil. 2023Regulation and Risk Culture in the Insurance IndustryTextual and cluster analysis of 10-K documents reveals three #riskculture classes linked to #riskstrategies, decisions, and recruitment....