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...
7 mars 2023
Bayesian Cart Models for Insurance Claims Frequency
This paper focuses on the development of #bayesian classification and regression tree (#cart) models for claims frequency modeling in...
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