"The risk measures contain some premium principles and shortfalls based on entropy. The shortfalls include the Gini shortfall, extended Gini shortfall, shortfall of cumulative residual entropy and shortfall of cumulative residual Tsallis entropy with order α."
top of page
Rechercher
Posts récents
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...
bottom of page
Comments