22 oct.Stochastic Loss Reserving: Dependence and EstimationInsurers face complex risk dependencies in loss reserving. Additive background risk models (ABRMs) offer interpretable structures but can...
21 oct.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...
15 oct.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...