4 papers
Cloud failure and cyber insurance: calibration of stress scenarios and diversification
Olivier Lopez, Daniel Nkameni
The expansion of the cyber insurance market remains exposed to the threat of accumulation events that could simultaneously affect a large number of policyholders. Although few such…
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
Antoine Heranval, Olivier Lopez, Didier Ngatcha +1
According to the United Nations Office for Disaster Risk Reduction (2025), the average annual cost of natural catastrophes increased from 70--80 billion USD between 1970 and 2000 t…
Index insurance under demand and solvency constraints
Olivier Lopez, Daniel Nkameni
Index insurance is often proposed to reduce protection gaps, especially for emerging risks. Unlike traditional insurance, it bases compensation on a measurable index, enabling fast…
Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses
Olivier Lopez, Daniel Nkameni
In this paper, we address the problem of providing insurance protection against heavy-tailed losses, for which the expected loss may not even be finite. The product we study is bas…