2 papers
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
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…