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...
top of page
Rechercher
17 avr. 2023
Uncertainty and Welfare in Insurance Markets
"… we find that the #uncertainty premium is negatively correlated with #riskaversion at all sizes and #probabilities of #risks. This...
26 janv. 2023
The Information Value of Past Losses in Operational Risk
"We show that past operational losses are informative of future losses, even after controlling for a wide range of financial...
10 janv. 2023
The Information Value of Past Losses in Operational Risk
"... the information provided by past losses results from them capturing hard to quantify factors such as the quality of operational risk...
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
Operational Loss Recoveries and the Macroeconomic Environment: Evidence from the U.S. Banking Sector
"Our findings offer new evidence on how economic shocks transmit to banking industry losses with implications for risk management and...
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...
10 juin 2022
Measuring Capital at Risk in the Uk Banking Sector: A Microstructural Network Approach
"We ... estimate the quarterly evolution of expected losses (Capital at Risk) for the UK banking sector, and via Monte Carlo simulations...
23 mai 2022
A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses
" We show that the U.S. insurance industry’s capacity to pay catastrophe losses is higher in 2020 than it was in 1997. Insurers could pay...
22 déc. 2021
On the decomposition of an insurer's profits and losses
"Current reporting standards for insurers require a decomposition of observed profits and losses in such a way that changes in the...
bottom of page