6 avr. 2022Evolving Approaches to Systemic Risk Regulation in Insurance"... this book chapter evaluates how policymakers' approaches to systemic risk regulation in insurance have evolved since the crisis. It...
31 mars 2022New Stochastic Orders and Monotone Comparative Statics of Changes in Risk under Risk Aversion"We... apply two stochastic orders to some classic decision problems in economics and finance including a portfolio problem, two...
31 mars 2022Optimal reinsurance under terminal value constraints"…. the surplus of an insurance company is routinely approximated by a Brownian motion, as opposed to the geometric Brownian motion used...
24 mars 2022Bivariate Distribution Regression with Application to Insurance Data"Unlike the existing parametric approaches, our method is simple yet flexible to encapsulate distributional dependence structures of...