Metametris

"... different loss reserving models specialise in capturing different aspects of loss data. This is recognised in practice in the sense...

"... we study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and...

"An efficient Bayesian Markov Chain Monte-Carlo method is developed to estimate the unknown parameters to address the computational...

"... blending traditional reserving models with deep and machine learning techniques leads to a more accurate assessment of general...

"Using variation across insurers within the same country, and across countries for the same insurance group, we show that market risk...

"... in order to reach positive changes to take place and for intellectual property insurance to become an increasingly preferred method...

"... this paper proposes a new risk variable elimination method as well as a real-time road risk model design framework and concludes...

"Explainable Artificial Intelligence (XAI) models allow for a more transparent and understandable relationship between humans and...

"... this book chapter evaluates how policymakers' approaches to systemic risk regulation in insurance have evolved since the crisis. It...

"We... apply two stochastic orders to some classic decision problems in economics and finance including a portfolio problem, two...

"…. the surplus of an insurance company is routinely approximated by a Brownian motion, as opposed to the geometric Brownian motion used...

"Unlike the existing parametric approaches, our method is simple yet flexible to encapsulate distributional dependence structures of...

"The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment,...

"... we develop a granular occurrence and development model for non-life claims that allows to resolve the inconsistency in traditional...

"Stackelberg game. The reinsurer is the leader in the game and maximizes its expected utility by selecting its optimal investment...

"Traditional techniques for calculating outstanding claim liabilities such as the chain ladder are notoriously at risk of being distorted...

"Sustainable insurance is aimed primarily at developing innovative or green products and services, reducing risk, improving company...

"The sensitivity measures are illustrated using numerous examples, including the Ishigami--Homma test function and applications to a...

"The growing sophistication of insurance pricing, particularly for property-casualty insurance and reinsurance risk, has created a...

" In quantifying the solvency capital requirement gradient for cyber risk measurement according to Solvency II, a dangerous paradox...