1 sept. 2023A Duality Between Utility Transforms and Probability DistortionsThis paper presents a fundamental #mathematical duality linking utility transforms and #probability distortions, which are vital in...
2 juin 2023Do Finance Researchers Address Sample Size Issues? – A Bayesian Inquiry in the AI Era.Traditional #statistical and #algorithm-based methods used to analyze #bigdata often overlook small but significant evidence. #bayesian...
19 avr. 2023Optimal moral-hazard-free reinsurance under extended distortion premium principles"We study an optimal #reinsurance problem under a diffusion #riskmodel for an #insurer who aims to minimize the #probability of lifetime...
14 avr. 2023Policyholders' Subjective Beliefs: Approaching New Drivers of Insurance ESG Reputational RiskThis paper explores the #reputationalrisk associated with #esg investments and provides a formal theoretical valuation system for ESG...