FIRE CLAIM SIZE ESTIMATION USING MATHEMATICAL METHODS: MONTE CARLO SIMULATION & SCENARIO ANALYSIS

A Duality Between Utility Transforms and Probability Distortions

Do Finance Researchers Address Sample Size Issues? – A Bayesian Inquiry in the AI Era.

Optimal moral-hazard-free reinsurance under extended distortion premium principles

Policyholders' Subjective Beliefs: Approaching New Drivers of Insurance ESG Reputational Risk

Bowley Insurance with Expected Utility Maximization of the Policyholders

Systemic risk measured by systems resiliency to initial shocks

An axiomatic approach to default risk and model uncertainty in rating systems

The (Un)Limited Use of AI Segmentation in the Insurance Sector

Bankers Trust and the Birth of Modern Risk Management

The Probability Conflation: A Reply

Bayesian Model Selection and Prior Calibration for Structural Models in Economic Experiments

Aggregating heavy-tailed random vectors: from finite sums to Lévy processes

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms

Conditional divergence risk measures

A parametric approach to the estimation of convex risk functionals based on Wasserstein distance

Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation

Flood Risk Insurance: A Micro-Economic Foundation

Quasi-convexity in mixtures for generalized rank-dependent functions

Quasi-Logconvex Measures of Risk