Uncertainty Propagation and Dynamic Robust Risk Measures
The framework presents a method to quantify #uncertainty propagation in #dynamic #scenarios, focusing on discrete #stochastic processes...
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24 août 2023
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...
21 août 2023
Does National Culture Influence Malfeasance in Banks Around the World?
The study investigates the influence of national culture on the severity of global #bank#misconduct. It finds that cultural traits such...
18 août 2023
Demographic Issues in Longevity Risk Analysis
The paper discusses #modeling #longevity #risk, focusing on assumptions in #demographic #forecasting to project past data into the...
21 juin 2023
Extending and Improving Current Frameworks for Risk Management and Decision-Making
The paper discusses the importance of #riskinformed #decisionmaking -and the use of #riskassessment to support decisions. It highlights...
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...
5 mai 2023
Understanding Uncertainty Shocks and the Role of Black Swans
We offer a #datadriven theory of #belief formation that explains sudden surges in economic #uncertainty and their consequences. It argues...
5 mai 2023
What are Large Global Banks Doing About Climate Change?
"From a #riskmanagement perspective, it is challenging to #model physical and #transitionrisks given the #uncertainty around #climaterisk...
17 avr. 2023
Uncertainty and Welfare in Insurance Markets
"… we find that the #uncertainty premium is negatively correlated with #riskaversion at all sizes and #probabilities of #risks. This...
5 avr. 2023
Refining Data Protection: Anonymisation and Scope of GDPR
This paper explores the #uncertainty around when #data is considered "#personaldata" under #dataprotection#laws. The authors propose that...
17 mars 2023
Dealing with Uncertainty in Cyberspace
There are five different common reactions to dealing with, or taming, this #uncertainty in #cyberspace: (1) using #riskmanagement to...
10 mars 2023
Augmented AI-Knowledge Driven Intelligent Systems for Adversarial-Dynamic Uncertainty and Complexity
The latest #ai-#cybersecurity-#knowledgemanagement practices advance the future of #riskmanagement practices. The article highlights the...
27 févr. 2023
A Gentle Introduction to Risk Aversion and Utility Theory
"We describe a simple model of #insurance demand that can be applied to the #propertyinsurance, #liabilityinsurance, #lifeinsurance, and...
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