26 juil. 2023Discretionary Decisions in Capital Requirements under Solvency II#insurers have discretion to determine #solvencyii #capitalrequirements. We find that long-term guarantees measures substantially...
29 juin 2023Multi-Population Heat Wave Mortality Models for Longevity Risk Pricing and HedgingProposed #actuarial #models address concerns over #longevity #risk by incorporating stalling #mortality improvements and #heatwave...
26 mai 2023A Rumsfeldian Framework for Understanding How to Employ Generative AI Models for Financial AnalysisThis paper explores the use of #generativeai models in financial analysis within the Rumsfeldian framework of "known knowns, known...
17 mai 2023Prediction of Information Leakage by Cyber Incidents Via Classical Compound Risk Models"We show that classical #insurance #models based on some compound distributions can well predict #information #leakage by #cyberincidents...