How loss reduction costs and testing for severity risk affect insurance decisions
This paper explores moral hazard in insurance when individuals test for risk severity. It highlights how regulations and loss reduction...
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Rechercher
7 oct.
Accounting for Model Risk in Property and Casualty Insurance
This paper adapts Gouriéroux and Monfort's (2021) model risk framework to property and casualty insurance, focusing on policy-level data....
4 oct.
Distributionally robust insurance under the Wasserstein distance
This paper explores optimal insurance contracting for a decision maker facing ambiguous loss distributions. Using a p-Wasserstein ball...
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