Discretionary Decisions in Capital Requirements under Solvency II
#insurers have discretion to determine #solvencyii #capitalrequirements. We find that long-term guarantees measures substantially...
top of page
Rechercher
29 juin 2023
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...
26 mai 2023
A Rumsfeldian Framework for Understanding How to Employ Generative AI Models for Financial Analysis
This paper explores the use of #generativeai models in financial analysis within the Rumsfeldian framework of "known knowns, known...
17 mai 2023
Prediction of Information Leakage by Cyber Incidents Via Classical Compound Risk Models
"We show that classical #insurance #models based on some compound distributions can well predict #information #leakage by #cyberincidents...
25 avr. 2023
Particle MCMC in forecasting frailty correlated default models with expert opinion
This paper focuses on predicting #corporate #default #risk using frailty correlated default #models with subjective judgments. The study...
2 mars 2023
A Unified Theory of Decentralized Insurance
This paper discusses #decentralized#insurance and its various forms of #risksharing mechanisms developed worldwide. It highlights the...
bottom of page