Non Bayesian Risk

2022-03-07 | pricing, insurance, risk, underwriting

Distortion risk measures When can a risk preference be represented by a certain functional form? EU, SEU, CEU, Savage etc.

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Towards the Quantitative Analysis of Quantitative Factors

2022-02-28 | pricing, insurance, risk, underwriting

Broad buckets of risk process risk; param risk; winner’s curse; PAT; ambiguity; morale hazard; info asymmetry

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