1 citations · 1 across the 2 of their papers we have counts for
3 papers
stat.AP2026
Predicting future insurance markets: Simulation of technology adoption paths with a Bayesian Bass model
Markus Johannes Maier, Matthias Scherer
Technological progress can give rise to new loss exposures or reduce existing risks. In either case, it strongly affects insurance companies' existing lines of business. As the mag…
stat.AP2026
Optimal basis risk weighting in expectile-based parametric insurance
Markus Johannes Maier, Matthias Scherer
Parametric insurance contracts translate index measurements to compensation for policyholders' losses using predefined payment schemes. These need to be designed carefully to keep…
stat.AP2025★ 1 cited
Expectiles as basis risk-optimal payment schemes in parametric insurance
Markus Johannes Maier, Matthias Scherer
Payments in parametric insurance solutions are linked to an index and thus decoupled from policyholders' true losses. While this principle has appealing operational benefits compar…