A Duality Between Utility Transforms and Probability Distortions
This paper presents a fundamental #mathematical duality linking utility transforms and #probability distortions, which are vital in...
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- 28 août
Uncertainty Propagation and Dynamic Robust Risk Measures
The framework presents a method to quantify #uncertainty propagation in #dynamic #scenarios, focusing on discrete #stochastic processes...
- 28 août
Audit Committee Oversight and Bank Financial Reporting Quality
Examining #us #bank holding companies, this research analyzes how #audit committee oversight influences financial reporting quality....
- 23 août
RPA in Accounting Risk and Internal Control: Insights from RPA Program Managers
This study investigates the #riskmitigation and #internalcontrols organizations implement in their Robotic Process Automation (#rpa)...
- 18 août
Demographic Issues in Longevity Risk Analysis
The paper discusses #modeling #longevity #risk, focusing on assumptions in #demographic #forecasting to project past data into the...
- 11 août
The ‘Two-Step Test’ in Article 44 of the Gdpr and the Risk-Based Approach Hypothesis
“The origins of the discussion concerning the role of #risk in #datatransfers are difficult to trace. Despite this, #schrems II, a recent...
- 10 août
A Primer on the Economics of Conflicts of Interest in in Liability Insurance
"There is a well-known conflict of interest between #liabilityinsurance #insurers and policyholders with respect to the decision to...
- 8 août
A Parametric Insurance Policy for Beekeepers and Honey Production
This study addresses #climate-induced decline in #honey production, a significant #risk for #beekeepers. A #parametricinsurance policy is...
- 8 août
How Do Financial Crises Redistribute Risk?
Examining the Great Depression, we use novel methods and data to show that despite 9,000 #bank closures, #risk increased instead of...
- 3 août
Regulation of (Generative) AI Requires Continuous Oversight
The submission suggests strategies for regulating #ai in #australia, including examining the rate of take-up of #automated...
- 3 août
Incident-Specific Cyber Insurance
"In the current market practice, many #cyberinsurance products offer a coverage bundle for losses arising from various types of...
- 28 juil.
Bayesian and Classical Approaches to Structural Estimation of Risk Attitudes
This study examines interpersonal heterogeneity in #risk attitudes in #decisionmaking experiments. The use of #bayesian and classical...
- 28 juil.
Regulation and Risk Culture in the Insurance Industry
Textual and cluster analysis of 10-K documents reveals three #riskculture classes linked to #riskstrategies, decisions, and recruitment....
- 25 juil.
Market Adoption of Cybersecurity: A Dynamic Analysis
"This paper presents a continuous-time dynamic model of market adoption of #cybersecurity. Individuals choose whether and when to make a...
- 20 juil.
Introduction to Bayesian Data Imputation
#bayesian data imputation is a technique used to fill in missing data in a variety of fields, including #riskmanagement. By employing...
- 17 juil.
Measuring the Climate Risk Exposure of Insurers
The findings suggest a positive association between #insurers larger exposures to #risk and higher holdings of #brownassets with higher...
- 17 juil.
Expert Evaluation of ChatGPT Performance for Risk Management Process based on ISO 31000 Standard
"... its ability to provide relevant #riskmitigation strategies was identified as its strongest aspect. However, the research also...
- 11 juil.
Note on the GDPR and US-based cloud servers
This is a note on the #gdpr and the use of #us-based #cloudservers. The note raises concerns about the #risk of US #intelligenceagencies...
- 7 juil.
A cohort-based Partial Internal Model for demographic risk
The study proposes a method to assess #demographic #risk within the #solvencyii #regulations, using compact formulas to analyse...
- 3 juil.
Divergence Based Quadrangle and Applications
The proposed φ-Divergence Quadrangle presents a refined methodology for understanding and #managing #risk, contributing to the ongoing...
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