14 févr. 2023Risk Aggregation, Tail Risk, Correlation: Capital Allocation Efficiency and Regulator..."... model uncertainty is a vital component of the current challenges in risk measurement, and therefore the regulator should design risk...
16 janv. 2023Modeling Very Large Losses."... we propose an approach to estimate very large losses similar to that used by Fermi and Drake to estimate the existence of...
8 nov. 2022Epidemiological Modeling in Life Insurance"This paper extends the traditional multi-state models to include epidemic effects." LIRE
8 août 2022A Pathway Model to Five Lines of Accountability in Cybersecurity Governance"Organizations closest to full adoption are those under the prudential regulation (coercive forces), whereas efficiency motives and...