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  • Cybersecurity Insurance: Modeling and Pricing
    functions and premium strategies. We study the dynamic upper bounds for the infection probabilities based ... © 2017 Society of Actuaries • We study the dynamic upper bounds for the infection probabilities of ...

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    • Authors: Maochao Xu, Lei Hua
    • Date: Apr 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: General Insurance (Property & Casualty)
  • Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Report
    regression model can be built accounting for dynamic tail dependence patterns between variables. We ... simulation study is conducted to illustrate that dynamic tail dependence structures between loss and ALAE ...

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    • Authors: Lei Hua
    • Date: Dec 2013
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM