13 févr. 2023A 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. 2023Is 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. 2023Risk 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. 2023Blockchain Adoption and Optimal Reinsurance Design"We study blockchain adoption in insurance-reinsurance markets. Operating costs decrease with the adoption rate, since verification and...