Pricing foreseeable and unforeseeable risks in insurance portfolios

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This 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...