FIRE CLAIM SIZE ESTIMATION USING MATHEMATICAL METHODS: MONTE CARLO SIMULATION & SCENARIO ANALYSIS
This report uses UK fire statistics to model insurance claims for a company next year. It estimates the total sum of claims by modeling...
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Rechercher
20 janv. 2023
Macroprudential policies and climate risks
"Insights from scenario analysis may help inform the use of ‘hard’ macroprudential tools to foster the robustness and resilience of the...
8 nov. 2022
Stressing Dynamic Loss Models
"... we propose a reverse stress testing framework for dynamic models. Specifically, we consider a compound Poisson process over a finite...
15 sept. 2022
Catastrophic Uncertainty and Regulatory Impact Analysis
"Cost-benefit analysis embodies techniques for the analysis of possible harmful outcomes when the probability of those outcomes can be...
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