Cover Image

Claims processing and costs under capacity constraints

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lindskog, Filip, Wüthrich, Mario V.
Format:	Preprint
Published:	2024
Subjects:	Risk Management Probability 60G05 G.3
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Cost-of-capital valuation with risky assets
by: Albrecher, Hansjörg, et al.
Published: (2025)

Reinforcement Learning for Micro-Level Claims Reserving
by: Avanzi, Benjamin, et al.
Published: (2026)

Three-level qualitative classification of financial risks under varying conditions through first passage times
by: Bouthelier-Madre, Carlos, et al.
Published: (2025)

Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems
by: Gaigall, Daniel, et al.
Published: (2025)

Dynamic reinsurance via martingale transport
by: Acciaio, Beatrice, et al.
Published: (2026)

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
by: Firouzi, Kiarash
Published: (2025)

A Markov approach to credit rating migration conditional on economic states
by: Kalkbrener, Michael, et al.
Published: (2024)

Properties of the entropic risk measure EVaR in relation to selected distributions
by: Mishura, Yuliya, et al.
Published: (2024)

Credit risk for large portfolios of green and brown loans: extending the ASRF model
by: Ramponi, Alessandro, et al.
Published: (2025)

Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk
by: Deng, Fengnan, et al.
Published: (2025)

Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket
by: Vincent, Léonard
Published: (2025)

On the Expected Maximum Deficit and the Optimal Allocation of Reserves
by: Lefevre, Claude, et al.
Published: (2026)

Measuring risk contagion in financial networks with CoVaR
by: Das, Bikramjit, et al.
Published: (2023)

Optimal risk mitigation by deep reinsurance
by: Arandjelović, Aleksandar, et al.
Published: (2024)

Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
by: Crépey, Stéphane, et al.
Published: (2024)

A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation
by: Crépey, Stéphane, et al.
Published: (2023)

Some properties of Euler capital allocation
by: Holden, Lars
Published: (2024)

A stochastic Gordon-Loeb model for optimal cybersecurity investment under clustered attacks
by: Callegaro, Giorgia, et al.
Published: (2025)

Asymptotics of Ruin Probabilities in a Subordinated Cramér-Lundberg Model
by: Klinge, Jonathan, et al.
Published: (2026)

Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
by: Sarantsev, Andrey, et al.
Published: (2025)

On data-driven robust distortion risk measures for non-negative risks with partial information
by: Han, Xiangyu, et al.
Published: (2025)

Stochastic PDEs for large portfolios with general mean-reverting volatility processes
by: Hambly, Ben, et al.
Published: (2019)

Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities
by: Osatakul, Dhiti, et al.
Published: (2024)

Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity
by: Alaya, Mohamed Ben, et al.
Published: (2024)

Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptotics
by: Kania, Tomasz
Published: (2026)

A novel k-generation propagation model for cyber risk and its application to cyber insurance
by: Ren, Na, et al.
Published: (2024)

A note on bequest preferences in utility maximisation for modern tontines
by: Bernhardt, Thomas
Published: (2025)

A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity
by: Imamura, Yuri, et al.
Published: (2025)

Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
by: Avanzi, Benjamin, et al.
Published: (2023)

Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning
by: Hu, Minxuan, et al.
Published: (2026)

Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
by: Flores-Silva, Daniela I., et al.
Published: (2025)

A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
by: Nendel, Max, et al.
Published: (2022)

On minimal predictable intensity of point processes
by: Wang, Haoming
Published: (2024)

From classical to modern central limit theorems
by: Ulyanov, Vladimir V.
Published: (2024)

Where do (random) trees grow leaves?
by: Caraceni, Alessandra, et al.
Published: (2024)

Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations
by: Boumezoued, Alexandre, et al.
Published: (2025)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025)

Density Frankl-Rödl on the Sphere
by: Guruswami, Venkatesan, et al.
Published: (2025)

On a formulation of the central limit theorem
by: Shmyrov, Alexander, et al.
Published: (2025)

Urns & Tubes
by: Jacobs, Bart
Published: (2021)