24 août 2023Equilibrium Loss Reporting for a Risk-Averse Insured of Deductible InsuranceThis study examines a #riskaverse #insured who buys deductible #insurance and uses a barrier strategy for reporting #losses. The #insurer...
17 avr. 2023Uncertainty and Welfare in Insurance Markets"… we find that the #uncertainty premium is negatively correlated with #riskaversion at all sizes and #probabilities of #risks. This...
26 janv. 2023The Information Value of Past Losses in Operational Risk"We show that past operational losses are informative of future losses, even after controlling for a wide range of financial...
10 janv. 2023The Information Value of Past Losses in Operational Risk"... the information provided by past losses results from them capturing hard to quantify factors such as the quality of operational risk...