9 papers
Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling
Minh Chau Nguyen, Tony S. Wirjanto, Fan Yang
Catastrophe risk has long been recognized to pose a serious threat to the insurance sector. Catastrophe risk pooling offers an effective way to diversify losses arising from catast…
Understanding the Impact of Seasonal Climate Change on Canada's Economy by Region and by Sector
Shiyu He, Trang Bui, Yuying Huang +4
To assess the impact of climate change on the Canadian economy, we investigate the relationship between seasonal climate variables and economic growth across provinces and economic…
Prospective Multi-Graph Cohesion for Multivariate Time Series Anomaly Detection
Jiazhen Chen, Mingbin Feng, Tony S. Wirjanto
Anomaly detection in high-dimensional time series data is pivotal for numerous industrial applications. Recent advances in multivariate time series anomaly detection (TSAD) have in…
Navigating Uncertainty in ESG Investing
Jiayue Zhang, Ken Seng Tan, Tony S. Wirjanto +1
The widespread confusion among investors regarding Environmental, Social, and Governance (ESG) rankings assigned by rating agencies has underscored a critical issue in sustainable…
Strategic Investment to Mitigate Transition Risks
Jiayue Zhang, Tony S. Wirjanto, Lysa Porth +1
This paper investigates strategic investments needed to mitigate transition risks, particularly focusing on sectors significantly impacted by the shift to a low-carbon economy. It…
Joint Liability Model with Adaptation to Climate Change
Jiayue Zhang, Ken Seng Tan, Tony S. Wirjanto +1
This paper extends the application of ESG score assessment methodologies from large corporations to individual farmers' production, within the context of climate change. Our propos…