Results 61 to 70 of about 68,681 (312)

Machine Learning-Based Elastic Cloud Resource Provisioning in the Solvency II Framework [PDF]

, 2016
The Solvency II Directive (Directive 2009/138/EC) is a European Directive issued in November 2009 and effective from January 2016, which has been enacted by the European Union to regulate the insurance and reinsurance sector through the discipline of ...
Casarano, Giuseppe, Castellani, Gilberto, Ciciani, Bruno, La Rizza, Andrea, Passalacqua, Luca, Pellegrini, Alessandro   +5 more
core   +2 more sources

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Do Research Topics and Abstract Readability Affect Citation Impact in Leading Finance Journals?

Applied Finance Letters
This study examines how research topics and abstract readability influence citation impact in finance journals. Using BERTopic modeling on over 7,000 abstracts from 13 top-tier journals, we identify four core themes—financial markets, banking & credit ...
Zhidan Luo, Yiuman Tse
doaj   +1 more source

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, EarlyView.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

Unlocking the Future of Insurance: The Power of Open Data, Digital Transformation, and Human Talent

Human Resource Development Quarterly, EarlyView.
ABSTRACT Despite rapid technological advancement in insurance, there remains a critical gap in understanding how open data initiatives affect employee digital competencies and organizational transformation. This research investigates this relationship through a systematic review of 51 scholarly articles published between 2018 and 2024, using structured
Narongsak Sukma, Siriporn Yamnill
wiley   +1 more source

Lee Carter mortality forecasting: application to the Italian population [PDF]

, 2005
In this paper we investigate the feasibility of using the Lee-Carter methodology to construct mortality forecasts for the Italian population. We fit the model to the matrix of Italian death rates for each gender from 1950 to 2000. A time-varying index of
Haberman, S., Russolillo, M.
core  

Alternative Price Dynamics and Valuation of Flexible Strategies

International Journal of Finance &Economics, EarlyView.
ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi, Gianluca Fusai, Ioannis Kyriakou   +2 more
wiley   +1 more source

Some positive dependence notions, with applications in actuarial sciences. [PDF]

The paper is devoted to the study of several notions of positive dependence among risks, namely association, linear positive quadrant dependence, positive orthant dependence and conditional increasingness in sequence.
Denuit, M, Dhaene, Jan, Ribas, C
core  

Longevity impact on life insurers in low interest rate environment [PDF]

, 2018
This paper aims at shedding some light on the interplay between two key risk factors affecting most life insurance products, namely biometric and investment risk. We enhance the pioneering model by Briys and de Varenne, featuring a stylized participating
Bacinello, A. R., Chen, A., Millossovich, P.   +2 more
core  

Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk [PDF]

, 2006
The purpose of this paper is to analyze the problem of the fair valuation of annuities contracts. The market consistent valuation of these products requires a pricing framework which includes the two main sources of risk affecting the value of the ...
Ballotta, L., Esposito, G., Haberman, S.
core   +1 more source