Insurance and Enterprise: Cyber Insurance for Ransomware
"As businesses improved their resilience, cybercriminals adapted and ransoms escalated, calling insurability into question. Yet there...
top of page
Rechercher
19 oct. 2022
Hidden Depths: the Effects of Extrinsic Data Collection on Consumer Insurance Contracts
"We argue that datafication of insurer processes may fuel excessive data collection in the context of insurance contracts, generating a...
11 oct. 2022
Multivariate Poisson Model Adjusting for Unidirectional Covariate Misrepresentation
"Insurance fraud has been a long-lasting issue in actuarial modeling. Policyholders are prone to hide their true status in their best...
29 sept. 2022
Can We Nudge Insurance Demand by Bundling Natural Disaster Risks with Other Risks?
"Our findings show that demand is overall higher to insure separate risks than to cover all risks together in a bundled insurance policy...
28 sept. 2022
Regulatory Capital and Asset Risk Transfer
"... most modified coinsurance is purchased from reinsurers located in countries with lower regulatory capital requirements and within...
22 sept. 2022
The Costs of Hedging Disaster Risk and Home Prices: Evidence from Flood Insurance
"... insurance pricing can accelerate the incorporation of climate risk in asset markets." LIRE
16 sept. 2022
Flood Risk Insurance: A Micro-Economic Foundation
"... we characterize Pareto-optimal risk-sharing contracts in a market with multiple policyholders and one representative insurer. With...
16 sept. 2022
Modeling and Pricing Cyber Insurance -- A Survey
"We distinguish three main types of cyber risks: idiosyncratic, systematic, and systemic cyber risks. While for idiosyncratic and...
14 sept. 2022
A stochastic volatility model for the valuation of temperature derivatives
"This model allows to be more conservative regarding extreme events while keeping tractability. We give a method based on Conditional...
13 sept. 2022
Convex Risk Measures for the Aggregation of Multiple Information and Applications in Insurance
"The potential use of the proposed risk measures in insurance is illustrated by two concrete applications, capital risk allocation and...
2 sept. 2022
Loss Aversion Leads to Fatalistic Management of Interdependent Risk
"The higher the degree of loss aversion, the lower is the likelihood to invest in other risk management activities is when...
29 août 2022
Microscopic Traffic Models, Accidents, and Insurance Losses
"... at least in financial terms, the associated losses can be covered by insurance contracts. The role of actuaries is to develop...
5 août 2022
Forecast-based Financing for Risk Mitigation
"Using this framework, I provide comparative statics results on the effects of exogenous economic factors on the optimal design of these...
5 août 2022
Optimal Insurance: Dual Utility, Random Losses and Adverse Selection
"Our main purpose is to provide a convenient analytic model that explains both the pattern of observed customer behavior and the pattern...
29 juil. 2022
The Valuation of Assets and Liabilities of (Re)Insurance Undertakings Under Solvency II
"The objective of this paper is to discuss the underlying principles and assumptions of valuation under Solvency II and to analyse...
28 juin 2022
Numerical Method for a Compound Poisson Risk Model with Two-Sided Jumps and Proportional Investment
"In this paper, a compound Poisson risk model with two-sided jumps and proportional investment is considered. The downward jumps...
28 juin 2022
Prediction Machines, Insurance, and Protection: An Alternative Perspective on AI's Role
"We provide a formal model evaluating the impact of AI and how risk management, stakes, and inter-related tasks affect AI adoption. The...
20 juin 2022
Ensemble distributional forecasting for insurance loss reserving
"... different loss reserving models specialise in capturing different aspects of loss data. This is recognised in practice in the sense...
13 juin 2022
Some Optimisation Problems in Insurance with a Terminal Distribution Constraint
"... we study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and...
6 juin 2022
Multi-Population Mortality Modelling: A Bayesian Approach
"An efficient Bayesian Markov Chain Monte-Carlo method is developed to estimate the unknown parameters to address the computational...
bottom of page