5 avr. 2023Refining Data Protection: Anonymisation and Scope of GDPRThis paper explores the #uncertainty around when #data is considered "#personaldata" under #dataprotection#laws. The authors propose that...
16 mars 2023Optimal Reinsurance with Multivariate Risks and Dependence UncertaintyThis paper explores the optimal #reinsurance design for an #insurer with multiple lines of business, where the dependence structure...
15 mars 2023Longevity, Health and Housing Risks Management in Retirement"#annuities, #longtermcareinsurance and #reversemortgages remain unpopular to manage #longevity, medical and housing price #risks after...
2 mars 2023Algorithmic Black SwansThe paper discusses the risks posed by #artificialintelligence (#ai) systems, from biased lending algorithms to chatbots that spew...
17 févr. 2023A Study of Approach for Investors to Identify Risks and Opportunities Based On ML Algorithms"... studies in various findings suggests a positive link between ESG and the financial performance of an organization." LIRE
10 juin 2022Measuring 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...