top of page
Rechercher
22 oct. 2024
Stochastic Loss Reserving: Dependence and Estimation
Insurers face complex risk dependencies in loss reserving. Additive background risk models (ABRMs) offer interpretable structures but can...
0
21 oct. 2024
Accounting Comparability, ESG Reputational Risk and Corporate Investment Efficiency
“Our findings underscore the critical role of comparability in enhancing financial decision-making, boosting investment efficiency, and...
0
15 oct. 2024
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
“We consider optimal allocation problems with Conditional Value-At-Risk (CVaR) constraint. We prove, under very mild assumptions, the...
0
bottom of page