Description: This abstract describes a paper that deals with linear pricing rules and risk measures and introduces two kinds of compatibility between prices and risks.

Description: The article provides a high-level, non-technical, introduction to artificial neural networks (ANNs) and deep learning with an application to risk management. The method relies on typical ANN components such as nodes, activation functions, and optimization through gradient descent.

Description: Duration matching is a risk management strategy, commonly used in the insurance industry, where the duration (price sensitivity to a yield curve movement) of an asset portfolio is adjusted to be made equal to the duration of the liability. However, this approach has flaws. In this essay, I note some key failures of duration matching and offer a potential alternative.

Description: This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process of bounded variation.