Cover Image

Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lopez, Olivier, Nkameni, Daniel
Format:	Preprint
Published:	2025
Subjects:	Risk Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Index insurance under demand and solvency constraints
by: Lopez, Olivier, et al.
Published: (2025)

A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
by: Heranval, Antoine, et al.
Published: (2026)

Estimation of future discretionary benefits in traditional life insurance
by: Gach, Florian, et al.
Published: (2021)

Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho
by: Leonardo Iania, et al.
Published: (2026)

On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
by: Colaneri, Katia, et al.
Published: (2024)

A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio
by: Hillairet, Caroline, et al.
Published: (2026)

Do customers opt for insurance products with a simplified loss settlement logic?
by: Laurenz Hommel, et al.
Published: (2025)

Tail copula representation of path-based maximal tail dependence
by: Koike, Takaaki, et al.
Published: (2026)

Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
by: Chen, Yuyu, et al.
Published: (2024)

Optimal insurance design with Lambda-Value-at-Risk
by: Boonen, Tim J., et al.
Published: (2024)

Lapse-supported life insurance and adverse selection
by: Haçarız, Oytun, et al.
Published: (2024)

Demand for catastrophe insurance under the path-dependent effects
by: Cui, Liyuan, et al.
Published: (2025)

Self-protection and insurance demand with convex premium principles
by: Li, Qiqi, et al.
Published: (2024)

Asymptotics of Sum of Heavy-tailed Risks with Copulas
by: Yang, Fan, et al.
Published: (2024)

Mean-field approximations in insurance
by: Hornung, Philipp C.
Published: (2025)

A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall
by: Papayiannis, Georgios I., et al.
Published: (2025)

Robust risk evaluation of joint life insurance under dependence uncertainty
by: Koike, Takaaki
Published: (2025)

On the valuation of life insurance policies for dependent coupled lives
by: Henshaw, Kira, et al.
Published: (2024)

Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by: Mao, Tiantian, et al.
Published: (2024)

Assessment of loan losses after default
by: Mikhail, Pomazanov
Published: (2025)

Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
by: Lelong, Jérôme, et al.
Published: (2024)

Semi-parametric financial risk forecasting incorporating multiple realized measures
by: Peiris, Rangika, et al.
Published: (2024)

Higher moments under dependence uncertainty with applications in insurance
by: Bernard, Carole, et al.
Published: (2025)

Canonical insurance models: stochastic equations and comparison theorems
by: Christiansen, Marcus C., et al.
Published: (2024)

A semi-parametric dynamic conditional correlation framework for risk forecasting
by: Storti, Giuseppe, et al.
Published: (2022)

Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts
by: Baldacci, Bastien, et al.
Published: (2024)

Disability insurance with collective health claims: A mean-field approach
by: Furrer, Christian, et al.
Published: (2025)

Valuing insurance against small probability risks: A meta-analysis
by: Mankaï, Selim, et al.
Published: (2024)

Survey‐based insights from choice‐based conjoint analyses on customer preferences for company characteristics of life insurers
by: Moritz Hanika, et al.
Published: (2024)

Optimal mutual insurance against systematic longevity risk
by: Armstrong, John, et al.
Published: (2024)

The impact of risk aversion on the rigidity of insurance premiums
by: Vanda Tulli, et al.
Published: (2025)

The political economy of campaign contributions in insurance markets
by: Patricia Born, et al.
Published: (2024)

Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall
by: Taylor, James W., et al.
Published: (2025)

Optimal dynamic climate adaptation pathways: a case study of New York City
by: Truong, Chi, et al.
Published: (2024)

Model Combination in Risk Sharing under Ambiguity
by: Kroell, Emma, et al.
Published: (2025)

Measuring multivariate maximal tail dependence
by: Koike, Takaaki, et al.
Published: (2026)

Bertrand oligopoly in insurance markets with Value at Risk Constraints
by: Ágoston, Kolos Csaba, et al.
Published: (2024)

Analysis of an aggregate loss model in a Markov renewal regime
by: Ramírez-Cobo, Pepa, et al.
Published: (2024)

Testing for loss severity: Impact on loss reduction
by: Kar Man Tan
Published: (2025)

The role of insurers in flood risk management revisited from a sustainability perspective
by: Lukas Stricker, et al.
Published: (2025)