28 août 2023Uncertainty Propagation and Dynamic Robust Risk MeasuresThe framework presents a method to quantify #uncertainty propagation in #dynamic #scenarios, focusing on discrete #stochastic processes...
24 août 2023Optimal Robust Reinsurance with Multiple Insurers"We study a #reinsurer who faces multiple sources of #model #uncertainty. The reinsurer offers contracts to n #insurers whose #claims...
21 août 2023Does National Culture Influence Malfeasance in Banks Around the World?The study investigates the influence of national culture on the severity of global #bank#misconduct. It finds that cultural traits such...
18 août 2023Demographic Issues in Longevity Risk AnalysisThe paper discusses #modeling #longevity #risk, focusing on assumptions in #demographic #forecasting to project past data into the...