In this work, we consider a simple way to model accumulation episodes (i.e., large number of claims occurring in a short amount of time) in the context of cyber risk.
This article proposes an alternative to standard pricing methods based on physics-inspired neural networks (PINNs)…
This FAQctuary compares the behaviour of three measures on different datasets.
We adapt the Heath-Jarrow Morton (HJM) framework by considering a constraint of convergence of future forward rates toward a constant exogeneous rate set e.g. by a regulator.
This short note aims to extend their results to the Tweedie family of distributions, to which the Poisson law belongs.
This paper purposes to formalize the three business models dominating peer-to-peer (P2P) property and casualty insurance: the self-governing model, the broker model, and the carrier model.
