In this paper, we present extensions of the Hatzopoulos-Sagianou (2020) (HS) multiple-component stochastic mortality … modelling the number of deaths using the Binomial model commonly employed in the literature of mortality modelling. Given this … suitable than those used in the literature to model the mortality dynamics. In this regard, our work offers an extensive …

This study examines the effect of the investment portfolio structure on insurers' solvency, as measured by the Solvency … portfolio's impact on the Solvency Capital Requirement ratio from 2016 to 2022. Linear regression and supervised machine … learning models, particularly extra trees regression, were used to predict the solvency ratios, with the latter outperforming …

academics and professionals from around the world, this book covers in detail issues in securitization, financial risk … reinsurance, CAT risk management, crisis management, natural, environmental and man-made risks, terrorism risk, risk modelling … Perspective on Corporate Risk Management -- Chapter 4: Reinsurance, Insurability and the New Paradigms of Unconventional Risk …

techniques, allowing for the hedging of risks that were previously thought to be uninsurable …