"#ifrs17 introduces the concept of a #riskadjustment that compensates #insurers for the #uncertainty about the amount and timing of the cash flows that arise from #nonfinancial#risks. The method for its calculation is not prescribed and several options are emerging, including #var and cost of #capital."
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Voir toutThis paper adapts Gouriéroux and Monfort's (2021) model risk framework to property and casualty insurance, focusing on policy-level data....
This paper explores optimal insurance contracting for a decision maker facing ambiguous loss distributions. Using a p-Wasserstein ball...
This research examines how ESG performance impacts default probability (PD) in life and non-life insurance firms. Findings show that...
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