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Found 6 papers, 0 papers with code
Incident-Specific Cyber Insurance
In the current market practice, many cyber insurance products offer a coverage bundle for losses arising from various types of incidents, such as data breaches and ransomware attacks, and the coverage for each incident type comes with a separate limit and deductible.
Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences
This paper revisits the optimal investment problem for the worker during the accumulation phase in the defined contribution pension scheme, via the forward preferences, in which an environment-adapting strategy is able to hold optimality and time-consistency together.
Cyber Risk Assessment for Capital Management
This framework is demonstrated by a case study based on a historical cyber incident dataset, which shows that a comprehensive cost-benefit analysis is necessary for a budget-constrained company with competing objectives for cyber risk management.
Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning
This paper proposes a two-phase deep reinforcement learning approach, for hedging variable annuity contracts with both GMMB and GMDB riders, which can address model miscalibration in Black-Scholes financial and constant force of mortality actuarial market environments.
Pandemic risk management: resources contingency planning and allocation
Repeated history of pandemics, such as SARS, H1N1, Ebola, Zika, and COVID-19, has shown that pandemic risk is inevitable.
Optimal investment and consumption with forward preferences and uncertain parameters
This paper studies robust forward investment and consumption preferences within a zero-volatility context.
