4 papers
Federated Learning for the Design of Parametric Insurance Indices under Heterogeneous Renewable Production Losses
Fallou Niakh
We propose a federated learning framework for the calibration of parametric insurance indices under heterogeneous renewable energy production losses. Producers locally model their…
Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing
Fallou Niakh, Arthur Charpentier, Caroline Hillairet +1
We consider an economy composed of different risk profile regions wishing to be hedged against a disaster risk using multi-region catastrophe insurance. Such catastrophic events in…
Peer-to-Peer Basis Risk Management for Renewable Production Parametric Insurance
Fallou Niakh, Alicia Bassière, Michel Denuit +1
The financial viability of renewable energy projects is challenged by the variability and unpredictability of production due to weather fluctuations. This paper proposes a novel ri…
A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules
Fallou Niakh
Risk-sharing is one way to pool risks without the need for a third party. To ensure the attractiveness of such a system, the rule should be accepted and understood by all participa…