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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Rechercher
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...
10 août 2023
A Primer on the Economics of Conflicts of Interest in in Liability Insurance
"There is a well-known conflict of interest between #liabilityinsurance #insurers and policyholders with respect to the decision to...
28 juil. 2023
Regulation and Risk Culture in the Insurance Industry
Textual and cluster analysis of 10-K documents reveals three #riskculture classes linked to #riskstrategies, decisions, and recruitment....
26 juil. 2023
Modelling Climate Litigation Risk for (Re)Insurers
#Insurers, #reinsurers and #regulators struggle to #quantify and #manage the #financialimpact of #climatelitigation. This report provides...
26 juil. 2023
Discretionary Decisions in Capital Requirements under Solvency II
#insurers have discretion to determine #solvencyii #capitalrequirements. We find that long-term guarantees measures substantially...
25 juil. 2023
Effects From ESG Scores on P&C Insurance Companies
"We analyze #esg scores of worldwide #propertyandcasualtyinsurance during 2012-2022, and show that more sustainable #insurers have high...
17 juil. 2023
Measuring the Climate Risk Exposure of Insurers
The findings suggest a positive association between #insurers larger exposures to #risk and higher holdings of #brownassets with higher...
13 juin 2023
Application of Deep Reinforcement Learning in Asset Liability Management
This paper introduces the application of Deep Reinforcement Learning (#drl) in #alm, addressing limitations of traditional methods...
7 juin 2023
Regulatory Capital and Catastrophe Risk
A #regulatory #reform that imposes greater regulatory #capital #costs for #insurers to provide property coverage in catastrophe-prone...
1 juin 2023
Climate Change and Financial Stability: A Risk Assessment of Investment Funds
"Among investor categories, #insurers and households appear to be the most exposed to #climaterisks through the intermediary of...
19 mai 2023
IFRS17 Measurement of Property & Casualty Insurance Contracts
"#ifrs17 introduces the concept of a #riskadjustment that compensates #insurers for the #uncertainty about the amount and timing of the...
10 mai 2023
Reinsurance and Sustainability: Evidence From International Insurers
"In this article we analyze a sample of international #insurers between 2013 and 2022, and show that the purchase of #reinsurance is...
17 mars 2023
How Crime Shapes Insurance and Insurance Shapes Crime
Examines the relationship between #crime and #insurance, with a focus on the role of #governance, #riskassessment and #riskmanagement,...
13 mars 2023
The (Un)Limited Use of AI Segmentation in the Insurance Sector
This study examines the use of #artificialintelligence (#ai) and #bigdata data analytics by #insurers in #belgium for segmentation...
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