Mack-Net model: Blending Mack's model with Recurrent Neural Networks
"... blending traditional reserving models with deep and machine learning techniques leads to a more accurate assessment of general...
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Rechercher
16 mai 2022
Inconsistent Capital Regulation
"Using variation across insurers within the same country, and across countries for the same insurance group, we show that market risk...
26 avr. 2022
Consideration of Intellectual Property Insurance Essence
"... in order to reach positive changes to take place and for intellectual property insurance to become an increasingly preferred method...
26 avr. 2022
Will claim history become a deprecated rating factor?
"... this paper proposes a new risk variable elimination method as well as a real-time road risk model design framework and concludes...
21 avr. 2022
Explainable Artificial Intelligence (Xai) in Insurance: A Systematic Review
"Explainable Artificial Intelligence (XAI) models allow for a more transparent and understandable relationship between humans and...
6 avr. 2022
Evolving Approaches to Systemic Risk Regulation in Insurance
"... this book chapter evaluates how policymakers' approaches to systemic risk regulation in insurance have evolved since the crisis. It...
31 mars 2022
New Stochastic Orders and Monotone Comparative Statics of Changes in Risk under Risk Aversion
"We... apply two stochastic orders to some classic decision problems in economics and finance including a portfolio problem, two...
31 mars 2022
Optimal reinsurance under terminal value constraints
"…. the surplus of an insurance company is routinely approximated by a Brownian motion, as opposed to the geometric Brownian motion used...
24 mars 2022
Bivariate Distribution Regression with Application to Insurance Data
"Unlike the existing parametric approaches, our method is simple yet flexible to encapsulate distributional dependence structures of...
22 mars 2022
The Gerber-Shiu discounted penalty function: From practical perspectives
"The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment,...
15 mars 2022
Bridging the gap between pricing and reserving for non-life insurance
"... we develop a granular occurrence and development model for non-life claims that allows to resolve the inconsistency in traditional...
9 mars 2022
Risk sharing in equity-linked insurance products: Stackelberg equilibrium
"Stackelberg game. The reinsurer is the leader in the game and maximizes its expected utility by selecting its optimal investment...
9 mars 2022
Detection and treatment of outliers for multivariate robust loss reserving
"Traditional techniques for calculating outstanding claim liabilities such as the chain ladder are notoriously at risk of being distorted...
3 mars 2022
Insurer's Role in Intensifying Environmental Sustainability and Social Development
"Sustainable insurance is aimed primarily at developing innovative or green products and services, reducing risk, improving company...
2 mars 2022
Sensitivity Measures Based on Scoring Functions
"The sensitivity measures are illustrated using numerous examples, including the Ishigami--Homma test function and applications to a...
28 févr. 2022
The Evolution of Insurance Pricing
"The growing sophistication of insurance pricing, particularly for property-casualty insurance and reinsurance risk, has created a...
24 févr. 2022
Vine Copula Modelling Dependence Among Cyber Risks: A Dangerous Regulatory Paradox
" In quantifying the solvency capital requirement gradient for cyber risk measurement according to Solvency II, a dangerous paradox...
23 févr. 2022
Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
"The standard statistical approaches to assessment of insurability and potential mispricing are enhanced in several aspects involving...
21 févr. 2022
Telematics Insurance - Establishing a Data Subject Right to 'Gaming the System' under the GDPR
"Insurers are faced with a lack of consumer trust in whether premiums are established in an objective and fair manner and that claims are...
14 févr. 2022
Enterprise Risk Management Framework in Flow Chart
"This document explains the enterprise risk management framework in a flow chart form." LIRE
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