How Crime Shapes Insurance and Insurance Shapes Crime
Examines the relationship between #crime and #insurance, with a focus on the role of #governance, #riskassessment and #riskmanagement,...
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Rechercher
- 13 mars
The (Un)Limited Use of AI Segmentation in the Insurance Sector
This study examines the use of #artificialintelligence (#ai) and #bigdata data analytics by #insurers in #belgium for segmentation...
- 13 mars
Incorporating 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
Bayesian Cart Models for Insurance Claims Frequency
This paper focuses on the development of #bayesian classification and regression tree (#cart) models for claims frequency modeling in...
- 2 mars
A Unified Theory of Decentralized Insurance
This paper discusses #decentralized#insurance and its various forms of #risksharing mechanisms developed worldwide. It highlights the...
- 2 mars
An Empirical Study of Insurance Performance Measure
This article applies the Insurance Performance Measure (IPM) model to a set of #indian#insurance companies over the period 2005-2016,...
- 27 févr.
A 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...
- 23 févr.
Optimal Risk Management with Reinsurance and its Counterparty Risk Hedging
"... we revisit the study of an optimal risk management strategy for an insurer who wants to maximize the expected utility by purchasing...
- 16 févr.
Insurance Contracting with Adverse Selection and Moral Hazard
"Our model yields richer separating Nash equilibria than pure moral hazard and pure adverse selection models, although separating Nash...
- 16 févr.
Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers
This article offers a #riskmanagement framework specifically designed for the #insurance and #reinsurance industries to analyze the...
- 16 févr.
Managing Cyber Risk, a Science in the Making
"After reviewing the main characteristics of cyber risk, we consider the three layers of cyber space: hardware, software and...
- 14 févr.
Risk Aggregation, Tail Risk, Correlation: Capital Allocation Efficiency and Regulator...
"... model uncertainty is a vital component of the current challenges in risk measurement, and therefore the regulator should design risk...
- 13 févr.
A Dirichlet Process Mixture Regression Model for the Analysis of Competing Risk Events
"We address the problem of sharing risk among agents with preferences modelled by a general class of comonotonic additive and law-based...
- 10 févr.
Is Accumulation Risk In Cyber Systematically Underestimated?
"The purpose of this article is to highlight the importance of taking a holistic approach to cyber. In particular, we argue that...
- 9 févr.
Risk sharing, measuring variability, and distortion riskmetrics
"We address the problem of sharing risk among agents with preferences modelled by a general class of comonotonic additive and law-based...
- 31 janv.
Blockchain Adoption and Optimal Reinsurance Design
"We study blockchain adoption in insurance-reinsurance markets. Operating costs decrease with the adoption rate, since verification and...
- 31 janv.
Analysis of New Models of Emerging Risk for Insurance Companies: The Climate Risk
"We aim to analyze strategies for assessing and managing new risks that affect the insurance industry, considering the regulatory...
- 26 janv.
Aggregating heavy-tailed random vectors: from finite sums to Lévy processes
"... we study the behavior of the asymptotic tail distribution of independent sums of heavy-tailed random vectors under the paradigm of...
- 17 janv.
The Bayesian approach to analysis of financial operational risk
"The article provides a short overview of methods for constructing mathematical models in the form of Bayesian Networks for modeling...
- 17 janv.
Building up Cyber Resilience by Better Grasping Cyber Risk Via a New Algorithm for Modelling...
"We propose here an analysis of the database of the cyber complaints filed at the Gendarmerie Nationale. We perform this analysis with a...
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