Hélène Dufour17 août 20221 min de lectureAn axiomatic theory for anonymized risk sharing"Four axioms natural in such a framework -- actuarial fairness, risk fairness, risk anonymity, and operational anonymity -- are put forward and discussed." LIRE
"Four axioms natural in such a framework -- actuarial fairness, risk fairness, risk anonymity, and operational anonymity -- are put forward and discussed." LIRE
Solvency II Mandatory Implementation and Analysts’ Forecast Properties“As analysts are primary recipients of these reports, we investigate whether and how analyst forecast properties have changed following...
A Random Forest approach to detect and identify Unlawful Insider TradingThis study proposes a new method for detecting insider trading. The method combines principal component analysis (PCA) with random forest...
Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk ClassificationsCyber risk classifications often fail in out-of-sample forecasting despite their in-sample fit. Dynamic, impact-based classifiers...
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