Optimal Robust Reinsurance with Multiple Insurers
"We study a #reinsurer who faces multiple sources of #model #uncertainty. The reinsurer offers contracts to n #insurers whose #claims...
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21 août 2023
Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information
"This paper examines a #stochastic one-period #insurancemarket with incomplete information. The aggregate amount of #claims follows a...
26 mai 2023
From Insight to Compliance: The Concept of ‘Appropriate Technical and Organisational Measures’
This article highlights the importance of #cybersecurity in contemporary business models and the need for #legal practitioners and #it...
25 mai 2023
Where’s the Insurance in Mass Tort Litigation?
Key findings: 1. #masstort plaintiff lawyers do not primarily base their litigation and settlement strategy on defendants'...
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...
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