Date/heure
2 octobre 2024
10:45 - 11:45
Oratrice ou orateur
Mariano Alejandro Vazquez Gaete (Université du Chili)
Catégorie d'évènement Séminaire des doctorants
Résumé
This work addresses the application of self-insurance in networks, where the network’s edges represent insured subjects facing losses. Each edge undertakes preventive efforts that influence the loss distribution, modeled as random variables. Insurance coverage is proportional, and a law-invariant coherent risk measure is considered to assess the network’s total risk. Furthermore, the work analyzes how preventive efforts impact the insurance cost and risk minimization. An optimization problem is proposed to determine the optimal levels of coverage and preventive effort, considering losses distributed according to a Pareto distribution. Through numerical techniques, specific cases, including global and local efforts, are studied to evaluate the model’s behavior in different scenarios.