
Hélène Dufour
Dynamic Reinsurance in Discrete Time Minimizing the Insurer’s Cost of Capital
"We respond to Tetlock et al. (2022) showing 1) how expert judgment fails to reflect tail risk, 2) the lack of compatibility between forecasting tournaments and tail risk assessment methods (such as e
"This study proposes a comprehensive method (with representative AI-Technologies as a data basis) for the structured and targeted categorization and classification of AI under the risk-based audit app
"Bayesian estimates from experimental data can be influenced by highly diffuse or "uninformative" priors. This paper discusses how practitioners can use their own expertise to critique and select a pr