Concept

Insurance

Related publications (51)

Insurance: models, digitalization, and data science

This article summarizes the main topics and findings from the Swiss Risk and Insurance Forum 2018. That event gathered experts from academia, insurance industry, regulatory bodies, and consulting companies to discuss the challenges arising from the impact ...

2019

Are insurance balance sheets carbon-neutral? Harnessing asset pricing for climate change policy(dagger)

Jiahua Xu

Due to its enormous size and capital base, the insurance industry has the potential to play a key role in countering climate change. To this end, the major capital flows associated with its investment and underwriting businesses would need to be redirected ...

PALGRAVE MACMILLAN LTD2019

Asset-liability management for long-term insurance business

Damir Filipovic, Joël Wagner, Paul Embrechts

This is a summary of the main topics and findings from the Swiss Risk and Insurance Forum 2017. That event gathered experts from academia, insurance industry, regulatory bodies, and consulting companies to discuss past and current developments as well as f ...

2018

Financial Stability and the Macroeconomy

Corinne Dubois

The financial crisis of 2007-2009 drew attention to the essential role of banks for the macroeconomy and to the importance of having a resilient financial sector. A vulnerability in the financial sector spills over to the real economy and can drive it into ...

EPFL2018

A severe hail storm in complex topography in Switzerland - Observations and processes

Nikola Besic, Urs Martin Germann

This paper studies a damaging hail storm that occurred on 6 June 2015 in the complex topography of Switzerland. The storm persisted for several hours and produced large hail resulting in significant damage. Storms of comparable severity occur on average on ...

2018

A severe hail storm in complex topography in Switzerland-Observations and processes

Nikola Besic, Urs Martin Germann

ELSEVIER SCIENCE INC2018

Unspanned stochastic volatility in the multifactor CIR model

Damir Filipovic, Martin Larsson, Francesco Statti

Empirical evidence suggests that fixed-income markets exhibit unspanned stochastic volatility (USV), that is, that one cannot fully hedge volatility risk solely using a portfolio of bonds. While Collin-Dufresne and Goldstein (2002, Journal of Finance, 57, ...

2018

Meta-Modeling to Assess the Possible Future of Paris Agreement

Marc Vielle, Frédéric Louis François Babonneau, Alain Haurie, Alain Bernard

In the meta-modeling approach one builds a numerically tractable dynamic optimization or game model in which the parameters are identifed through statistical emulation of a detailed large scale numerical simulation model. In this paper we show how this app ...

2018

Meta-Modeling to Assess the Possible Future of Paris Agreement

Marc Vielle, Frédéric Louis François Babonneau, Alain Haurie, Alain Bernard

In the meta-modeling approach, one builds a numerically tractable dynamic optimization or game model in which the parameters are identified through statistical emulation of a detailed large scale numerical simulation model. In this paper, we show how this ...

SPRINGER2018

Incorporating model uncertainty into optimal insurance contract design

Anna Timonina-Farkas

In stochastic optimization models, the optimal solution heavily depends on the selected probability model for the scenarios. However, the scenario models are typically chosen on the basis of statistical estimates and are therefore subject to model error. W ...

Elsevier2017

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