Singapore, 639798
Singapore
Nanyang Business School, Nanyang Technological University
weather risk; index insurance; basis risk; neural networks; machine learning
climate change, catastrophe risk, CAT bond, spatio-temporal model, copula
Securitization, Pandemic bond, Endemic swap, Coronavirus, Dengue
Operational risk, Cyber risk, Systemic and pairwise contagion, Self-excitation, Negative binomial autoregressive process, Generalized Poisson inverse-Gaussian distribution, Discrete stable distribution, Generalized method of moments
artificial intelligence, convolutional neural network, longevity risk, multi-population mortality modelling
Weather index insurance, basis risk, insurance design, spline
blended insurance, index insurance, machine learning, neural networks, basis risk, cost efficiency
index insurance, machine learning, neural networks, basis risk, cost efficiency.
JEL Classification: C61, G22, Q14
investment, Real options, Endogenous contracts, Time inconsistency
