One of the first in the actuariat literature published agent based models (ABM) is by Ingram et al. The paper describes a model of a competitive (insurance) market that shows cyclical behavior. The authors put their focus on the model’s theoretic fo
This paper proposes a measure of the probable maximum cyber loss, which stands for the worst cyber loss likely to occur, with an alternative approach to estimating the potential loss size of an extreme event. It shows that the predicted cyber loss likely
Session by Alexandre Boumezoued, R&D Consultant, Milliman, on "Challenges of modelling COVID-19 epidemic and its impact on mortality" (in French language) A recorded webinar by the Institut des Actuaires