Stochastic Loss Reserving: Dependence and Estimation
Insurers face complex risk dependencies in loss reserving. Additive background risk models (ABRMs) offer interpretable structures but can...
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8 oct.
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...
11 sept.
Barriers to Insurance Innovation
The lack of risk transfer stems from structural forces that deter innovation in insurance policies, leading to inefficient risk...
5 août
Advancing Pay-as-You-Drive Insurance with Bayesian Models: Risk Prediction and Factor Causal Mapping
This study explores a Bayesian approach to Pay-As-You-Drive (PAYD) insurance, using Naive Bayes classifiers and Bayesian Networks for...
4 juil.
FIRE CLAIM SIZE ESTIMATION USING MATHEMATICAL METHODS: MONTE CARLO SIMULATION & SCENARIO ANALYSIS
This report uses UK fire statistics to model insurance claims for a company next year. It estimates the total sum of claims by modeling...
5 avr.
Physical Climate Risk and Insurers
“... we construct a novel factor to measure the aggregate physical climate risk in the financial market and discuss its applications,...
27 févr.
Valuing insurance against small probability risks: A meta-analysis
A meta-analysis of contingent valuation studies on voluntary insurance for low-probability, high-impact risks finds demand lower than...
26 févr.
Privacy-Enhancing Collaborative Information Sharing through Federated Learning -- A Case of the Insurance Industry
The report highlights Federated Learning's (FL) benefits in claims loss modeling by enabling collaboration across multiple insurance...
23 févr.
Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
Monte Carlo studies are conducted to compare the proposed spectral risk measure estimator with the existing parametric and non parametric...
2 févr.
'Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat'
Experts agree on the societal benefits of pooling longevity risk through annuities and pensions. While pooling reduces the upfront...
5 janv.
The role of prudential regulation and supervision of insurers in sustainable finance
The insurance sector's role in sustainable finance, especially in the green transition, relies on balancing sustainability goals with...
19 déc. 2023
Cyber Insurance and Post-breach Services: A Normative Analysis
The study investigates how opting for cyber insurance impacts firms' risk management. It reveals that while cyber insurance often...
12 déc. 2023
Risk measures based on weak optimal transport
The paper explores convex risk measures with weak optimal transport penalties, demonstrating explicit representations via nonlinear...
27 nov. 2023
Adverse Development Cover for Property & Casualty Insurers
"An adverse development cover (ADC) is a form of an excess of loss reinsurance contract that provides coverage for future loss payments...
6 sept. 2023
Keep Calm and Bank on: Panic-Driven Bank Runs and the Role of Public Communication
Information about #fdic #insurance and communication about #bank #stability by the #federalreserve can reassure depositors and mitigate...
24 août 2023
Equilibrium Loss Reporting for a Risk-Averse Insured of Deductible Insurance
This study examines a #riskaverse #insured who buys deductible #insurance and uses a barrier strategy for reporting #losses. The #insurer...
8 août 2023
A Parametric Insurance Policy for Beekeepers and Honey Production
This study addresses #climate-induced decline in #honey production, a significant #risk for #beekeepers. A #parametricinsurance policy is...
3 août 2023
Incident-Specific Cyber Insurance
"In the current market practice, many #cyberinsurance products offer a coverage bundle for losses arising from various types of...
7 juil. 2023
A cohort-based Partial Internal Model for demographic risk
The study proposes a method to assess #demographic #risk within the #solvencyii #regulations, using compact formulas to analyse...
6 juil. 2023
The Supply of Cyber Risk Insurance
This paper analyzes the constraints on the #insuranceindustry in providing larger capacity for #cyberrisk #insurance. The authors argue...
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