Publications associées à Assurance

Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses

H & uuml;sler-Reiss vectors and Brown-Resnick fields are popular models in multivariate and spatial extreme-value theory, respectively, and are widely used in applications. We provide analytical formulas for the correlation between powers of the components ...

Springer2024

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

Ophélia Mireille Anna Miralles

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

EPFL2023

Promoting synergies for sustainability through peer-to-peer sharing: an analysis of drivers and barriers

Claudia Rebeca Binder Signer, Ralph Hansmann

Peer-to-peer (P2P) sharing may foster sustainability synergistically by saving resources, reducing costs and promoting satisfaction of consumer needs and social connectivity. A survey of Swiss and Swedish consumers (N = 1522) was conducted to analyze drive ...

TAYLOR & FRANCIS INC2023

High spatial resolution dataset of La Mobiliere insurance customers

Claudia Rebeca Binder Signer, Emanuele Massaro

We present the La Mobiliere insurance customers dataset: a 12-year-long longitudinal collection of data on policies of customers of the Swiss insurance company La Mobiliere. To preserve the privacy of La Mobiliere customers, we propose the data aggregated ...

NATURE PORTFOLIO2022

Stochastic derivative estimation for max-stable random fields

Erwan Fabrice Koch

We consider expected performances based on max-stable random fields and we are interested in their derivatives with respect to the spatial dependence parameters of those fields. Max-stable fields, such as the Brown-Resnick and Smith fields, are very popula ...

ELSEVIER2022

Leveraging insurance customer data to characterize socioeconomic indicators of Swiss municipalities

Claudia Rebeca Binder Signer, Emanuele Massaro

The availability of reliable socioeconomic data is critical for the design of urban policies and the implementation of location-based services; however, often, their temporal and geographical coverage remain scarce. We explore the potential for insurance c ...

2021

Augmenting the performance of impoverished sensor networks using machine learning and time reversal: Application to lightning nowcasting and location

Amirhossein Mostajabi

Lightning is formed in the atmosphere through the combination of intricate dynamic and microphysical processes. Mainly due to this complexity, attempts to solve the important problem of lightning prediction have generally failed to yield accurate results. ...

EPFL2021

Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market

Jiahua Xu

The value of a life settlement investment, manifested through a traded life insurance policy, is highly dependent on the insured's life expectancy (LE). LE estimation in life settlements relies heavily on medical underwriting. Employing different evaluatio ...

2020

Planning Supply with 'Opportunity Goods' : Complementing Premium Parts with Select Discount Components

Thomas Alois Weber

In this paper, we introduce the notion of an "opportunity good" as a discount production input that may prove of satisfactory quality upon inspection and otherwise can be returned to the supplier. While in a quality-sensitive setting it is never optimal to ...

2020

Critical Infrastructure Resilience: Lessons from Insurance

Marie-Valentine Renée Agnès Florin

This policy brief suggests five factors and describes use cases to guide and inspire attempts to develop resilience-based insurance solutions and to enhance a positive feedback between insurance and resilience. ...

EPFL International Risk Governance Center (IRGC)2019