This study reveals the hidden systemic risk spillover effects within Morocco’s banking industry using marginal effects derived from Conditional Value at Risk, network theory, and systemic risk indicators. Our findings identify Banque Centrale Populaire and Attijariwafa Bank as key propagators...

This study reveals the hidden systemic risk spillover effects within Morocco's banking industry using marginal effects derived from Conditional Value at Risk, network theory, and systemic risk indicators. Our findings identify Banque Centrale Populaire and Attijariwafa Bank as key propagators of...

This paper proposes a generalized deep learning approach for predicting claims developments for non-life insurance reserving. The generalized approach offers more flexibility and accuracy in solving actuarial reserving problems. It predicts claims outstanding weighted by exposure instead of loss...