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...
22 août 2023Estimating the Impact of Physical Risks on Firm Defaults: A Supply-Chain PerspectiveThis study employs an agent-based #model to explore how #climate shocks spread within #supplychains, linking #climateimpacts to firms'...
18 août 2023A New Approach to Measuring AI Bias in Human Resources Functions: Model Risk ManagementCompanies use #ai tools for #hr decisions, but they face a balance between benefits and #risks. With limited federal #regulation and...
7 juin 2023Cyber-Risk Prioritisation Under Partial Information to Support Threat IntelligenceThe authors use mid-quantile regression to deal with ordinal #riskassessments and compare their approach to current alternatives for...