Hélène Dufour14 janv. 20210 min de lectureSolvabilité 2 : le retour en force de la fonction gestion des risques
Accounting for Model Risk in Property and Casualty InsuranceThis paper adapts Gouriéroux and Monfort's (2021) model risk framework to property and casualty insurance, focusing on policy-level data....
Distributionally robust insurance under the Wasserstein distanceThis paper explores optimal insurance contracting for a decision maker facing ambiguous loss distributions. Using a p-Wasserstein ball...
Insurance Firms and ESG Policies: The Effect on Default Risk Effect and RiskinessThis research examines how ESG performance impacts default probability (PD) in life and non-life insurance firms. Findings show that...
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