Employee stock options (ESOs) are highly exotic derivatives including various forms of call options and performance shares. Much effort in the academic literature has been devoted to modelling employee risk aversion and early exercise of ESOs and less attention has been paid to the effects of...

Life insurance profitability depends on reliable mortality risk projections and pricing. While the COVID-19 pandemic has caused disruptions around the world, this is a temporary mortality shock likely to dissipate. In this paper, we investigate the long-run impact of COVID-19 on life insurance...

In some European countries, a large subset of motor liability claims is managed under a direct reimbursement (DR) scheme. The first component that loss adjustors use to evaluate the claims reserve is given by the sum of the estimated provision for each outstanding claim (known as case reserves)....

Direct compensation or the direct reimbursement scheme is an indemnity insurance method that many European and American countries use to manage motor liability claims in which the driver that suffers an accident is paid by his/her insurance company that possibly later receives a flat-rate...

Life insurance profitability depends on reliable mortality risk projections and pricing. While the COVID-19 pandemic has caused disruptions around the world, this is a temporary mortality shock likely to dissipate. In this paper, we investigate the long-run impact of COVID-19 on life insurance...

Solar generation has increased dramatically over recent years, breaking world records for meeting 100\% of the electricity demand on occasion in Australia’s National Electricity Market (NEM). Solar output variability coupled with the rooftop solar impact on demand as a behind-the-meter...