Focal Interest
Focal Interest

Insurance and Financial Risk Management

External reference: https://openalex.org/T12394

  1. RNN-based distortion models improved CAT bond pricing
    Catastrophe bond pricing framework combining distortion operator theory with recurrent neural networks, capturing discontinuous repricing and tail-risk compensation.
  2. Natural disasters reduce firm value, especially for high-ESG firms
    Natural disasters reduce firm value particularly for high-ESG firms in China, with non-state enterprises and lower-resilience firms facing greater adverse impacts during crises.
  3. Automation improved operational efficiency in Saudi insurance companies
    Study analyzing automation's impact on operational efficiency in Saudi Arabian insurance companies through analysis of employee perceptions and technology adoption effects.
  4. Expectiles can minimize basis risk in parametric insurance
    Expectiles characterize basis risk-optimal payment schemes in parametric insurance contracts, minimizing asymmetric loss functions while retaining operational efficiency.