Carlo simulation (MCS) approach, denoted henceforth as the classical approach, assumes the independence of loss severity and … approaches are verified using simulation experiments on synthetic data and validated on five publicly available datasets from …

maximises the overall benefit over a time horizon. To solve this stochastic optimisation problem, a simulation …-Carlo simulation is employed to estimate the risk of failing to pay due liabilities. The simulation results allow us to set a safety …

investigation on the performance of the Realized-GARCH against a range of GARCH-based models to predict the volatility of five … predictability performance of Realized-GARCH model when compared to other GARCH-types analyzed when an out-of-sample case is …

scheme's financial performance over time. In this context, we aim to provide a presentation of insights from selected … literature studying the impact of point-to-point guarantees and cliquet-style interest rate guarantees on the performance of … a contract's financial performance, especially compared to benchmarks, and that customers knowingly opt for such …

This study explores the impact of digitalization on the performance of insurance intermediaries, who still play a key … examine the extent and type of digital technologies used by intermediaries, their impact on performance with respect to … technologies positively affects performance but induces perceived digital stress. As this study reveals, the latter diminishes the …

In this study, we delve into the financial market to compare the performance of prominent AI and robotics … stocks have delivered superior performance, as indicated by metrics like Sharpe and Treynor ratios, providing insights into …

are identified in the VECM framework. Using this method for simulation starting from 2006, we found that the debt …

through the proposed model's simulation analysis that, although a firm's sales volume temporarily falls due to an economic …