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3 résultats pour « actuarial »

Multi‑Population Heat Wave Mortality Models for Longevity Risk Pricing and Hedging

29 juin 2023 Autre, insurance, risk, models, longevity, actuarial, mortality, heatwave, riskpremium

Proposed #actuarial #models address concerns over #longevity #risk by incorporating stalling #mortality improvements and #heatwave effects. They offer a parsimonious approach to capturing recent mortality trends and enable more accurate forecasts. Findings indicate a higher #insurance #riskpremium tolerance in longevity swaps.

Assessing ChatGPT’s Proficiency in Quantitative Risk Management

15 mai 2023 Autre, riskmanagement, chatgpt, actuarial, quantitative

"We provide guidance on the types of applications for which consulting #chatgpt can be useful to enhance your knowledge about #quantitative #riskmanagement in #actuarial practice, and point out those for which ChatGPT should better not be invoked."

Modeling and Pricing Cyber Insurance -- A Survey

16 sept. 2022 Autre, insurance, cyberrisks, cyberinsurance, financial, modeling, actuarial, mathematics, pricing, systemicrisks

"We distinguish three main types of cyber risks: idiosyncratic, systematic, and systemic cyber risks. While for idiosyncratic and systematic cyber risks, classical actuarial and financial mathematics appear to be well-suited, systemic cyber risks require more sophisticated approaches that capture both network and strategic interactions."

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