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Optimal dynamic climate adaptation pathways: a case study of New York City
We model the severity of extreme sea level events using the block maxima approach from extreme value theory, and then develop a real options framework, factoring in climate change, sea level rise uncertainty, and the growth in asset exposure.
Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
We argue that the choice of such methods is akin to a form of model risk and we study the risk sensitivity that arise from choices relating to the class of robust estimation adopted and the impact of the settings associated with such methods on key actuarial tasks such as premium calculation in cyber insurance.
The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors
In this study we examine the nature of losses from cyber related events across different risk categories and business sectors.
Cyber Risk Frequency, Severity and Insurance Viability
We address these questions through a combination of regression models based on the class of Generalised Additive Models for Location Shape and Scale (GAMLSS) and a class of ordinal regressions.
