855 résultats
pour « Autre »
"Our model handles typical stop-loss reinsurance contracts. We show that a three-point distribution achieves the worst-case VaR of the total retained loss of the insurer, from which the closed-form solutions of the worst-case distribution and optimal deductible are obtained. Moreover, we show that the worst-case Conditional Value-at-Risk of the total retained loss of the insurer is equal to the worst-case VaR, and thus the optimal deductible is the same in both cases."
" In order to quantify resilience uncertainty across the network resolutions (from macro-scale network statistics to individual node dynamics), we propose an arbitrary polynomial chaos (aPC) expansion method to identify the probability of a node in losing its resilience and how the different model parameters contribute to this risk on a single node."
"The discussion includes both de jure and de facto effects, including China’s explicit laws, recent enforcement actions in the European Union, and proposed privacy legislation in India. The focus is on effects on cybersecurity defense, rather than offensive cyber measures"
"The aim is the design of a risk class independent approach, such that the model validation framework can be equally rolled out over all model dependent functions of a bank. The focus is on structural considerations."
"This paper examines the impact of the pandemic outbreak on Italian insurers’ investment decisions between 2017 and 2020."
"... we find that the Bayesian approach outperforms the classical one in identifying whether a model is correctly specified which is the principal aim of any backtesting framework. The power of the methodology is due to its ability to test individual model parameters and hence identify which aspects of a model are misspecified as well as the degree of misspecification."
"By introducing the method of “Anonymity Assessment,” we propose an interdisciplinary approach to classifying anonymity and measuring the degree of pseudo-anonymization of a given data set in a legal and technical sense. "
"This document explains the enterprise risk management framework in a flow chart form."
"The conducted experiment on calculation of the bank's capital for operational risk with different methods showed non-profitability of the results, which requires further improvement of the processes of changes in the banking regulation system based on the Basel regulations."
"This document is showing the flow chart of life insurance risk"