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)…
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.
This article proposes an alternative to standard pricing methods based on physics-inspired neural networks (PINNs)…
We demonstrate that bagging trees performs better than one of its constituent trees in the sense of the expected generalization error.
The expansion of the cyber insurance market is constantly under the threat of an accumulation event that would simultaneously affect a large number of policyholders. Very few experiences exist on such catastrophes…
This paper proposes a multistate model with a Semi-Markov dependence structure describing the different stages in the settlement process of individual claims in general insurance.
Cette analyse a permis de mettre en lumière l’impossibilité d’appliquer les calculs actuariels basés sur la loi des grands nombres à une opération par essence unique comme celle de la conversion de l’usufruit.
In this paper, concentration curves and Lorenz curves are shown to provide actuaries with effective tools to evaluate whether a premium is appropriate or to compare two competing alternatives.
We propose the use of multivariate mixed models to describe the joint dynamics of telematics data and claim frequencies.
