"... at least in financial terms, the associated losses can be covered by insurance contracts. The role of actuaries is to develop adequate contract structures, calculate correct premiums, and implement quantitative risk management in insurance firms."
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...
The study assesses the impact of Europe's Single Supervisory Mechanism on banks' balance sheets, finding that centrally supervised banks...
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