Tail Properties of Distributions and Applications

Posts récents

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...