Sensitivity-Based Measures of Discrimination in Insurance Pricing
This paper emphasizes the need for metrics to assess discriminatory effects and trade-offs. It introduces a sensitivity-based measure for...
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20 août
Optimal insurance design with Lambda-Value-at-Risk
The paper examines optimal insurance solutions using $\Lambda\VaR$. It finds truncated stop-loss indemnity optimal with the expected...
19 août
Infinite-mean models in risk management: Discussions and recent advances
This paper highlights the risks of assuming finite mean or variance in statistical models, especially for datasets with heavy tails, like...
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