Multi-Population Heat Wave Mortality Models for Longevity Risk Pricing and Hedging
Proposed #actuarial #models address concerns over #longevity #risk by incorporating stalling #mortality improvements and #heatwave...
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Rechercher
15 mai 2023
Assessing ChatGPT’s Proficiency in Quantitative Risk Management
"We provide guidance on the types of applications for which consulting #chatgpt can be useful to enhance your knowledge about...
13 mars 2023
Incorporating Explicit General Inflation in the Estimation of the Non-Life Claims Reserve
"We consider two possible approaches to the problem of incorporating explicit general (i.e. economic) #inflation in the #non_life...
10 mars 2023
A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules
"#risksharing is one way to pool risks without the need for a #thirdparty. To ensure the attractiveness of such a system, the rule should...
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