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Insurance companies: amplifiers or the white knights of financial markets?

Graeme Douglas, Nicholas Vause and Joseph Noss Risky asset prices plummeted following the collapse of Lehman Brothers in 2008. Whilst driven partly by deteriorations in fundamental news, these falls...

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Completing Correlation Matrices

Dan Georgescu and Nicholas J. Higham Correlation matrices arise in many applications to model the dependence between variables. Where there is incomplete or missing information for the variables, this...

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US Hurricane Clustering: A New Reality?

Alex Ntelekos, Dimitris Papachristou and Juan Duan The 2017 Atlantic hurricane season was the fifth most active in 168 years.  It was also one of only six seasons to see multiple Cat 5 hurricanes (Irma...

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Car insurance telematics: why the black box should become more transparent

Fergus Cumming Imagine you have just passed your driving test. After many hours of careful instruction, you are keen to put your good driving habits to the test on the open road. You phone up your...

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Planes, boats and automobiles: a discussion of machine learning with...

Ali Soliman Data plays a central role in all technical aspects of insurance and actuarial work. However, utilisation is often still confined to aggregate premium and claims data. Not so in the case of...

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How competitive are UK insurance markets?

Fraser Drew, David Humphry, Michael Straughan and Eleanor Watson For most of us buying insurance nowadays, price comparison websites offer plenty of choice. But how much competition in insurance...

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It’s windy when it’s wet why UK insurers may need to reassess their modelling...

Giorgis Hadzilacos, Ryan Li, Paul Harrington, Shane Latchman, John Hillier, Richard Dixon, Charlie New, Alex Alabaster and Tanya Tsapko The 2015/16 storms caused the most extreme flooding on record,...

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How does house price indexation affect the valuation of equity release...

Craig Turnbull Equity Release Mortgages (ERMs) are different from traditional mortgages. Both mortgages provide an upfront cash lump sum. But traditional mortgages are tied to an immediate home...

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An unintended consequence of holding dollar assets

Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang During the March 2020 ‘dash for cash’, 10-year gilt yields increased by more than 50 basis points. This huge yield spike was accompanied by the...

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What if it’s a perfect storm? Stronger evidence that insurers should account...

John Hillier, Tom Perkins, Ryan Li, Hannah Bloomfield, Josie Lau, Stefan Claus, Paul Harrington, Shane Latchman and David Humphry In 2022 a sequence of storms (Dudley, Eunice and Franklin) inflicted a...

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