A novel k-generation propagation model for cyber risk and its application to cyber insurance.
This paper develops a k-generation risk contagion model in a tree-shaped network for cyber insurance pricing. It accounts for contagion...
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20 août
Sensitivity-Based Measures of Discrimination in Insurance Pricing
This paper emphasizes the need for metrics to assess discriminatory effects and trade-offs. It introduces a sensitivity-based measure for...
20 oct. 2023
Neural networks for insurance pricing with frequency and severity data.
The paper explores the use of machine learning, particularly deep learning techniques, in insurance pricing by modeling claim frequency...
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