26 juil. 2023Modelling Climate Litigation Risk for (Re)Insurers#Insurers, #reinsurers and #regulators struggle to #quantify and #manage the #financialimpact of #climatelitigation. This report provides...
19 avr. 2023Optimal moral-hazard-free reinsurance under extended distortion premium principles"We study an optimal #reinsurance problem under a diffusion #riskmodel for an #insurer who aims to minimize the #probability of lifetime...