20 oct. 2023Neural networks for insurance pricing with frequency and severity data.The paper explores the use of machine learning, particularly deep learning techniques, in insurance pricing by modeling claim frequency...
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...