Stressing dynamic loss models published in IME

I’m excited to share that my most recent doctoral work is now available as a pre-print. In this paper, we explore the problem of an ambiguity-averse reinsurer who prices reinsurance contracts for different insurance companies. The insurers have different beliefs about the underlying loss model, and the reinsurer must determine which model to price under given this.

Sensitivity Analysis of an Integrated Climate-Economic Model

We conduct a sensitivity analysis of a new type of integrated climate-economic model recently proposed in the literature, where the core economic component is based on the Goodwin–Keen dynamics instead of a neoclassical growth model.