2246. Risk sharing assessment in health insurance: a loss function approach
Invited abstract in session TD-9: Insurance and financial innovation for sustainable growth , stream OR in Finance and Insurance .
Tuesday, 14:30-16:00Room: Clarendon SR 2.01
Authors (first author is the speaker)
| 1. | Alberto Piscitelli
|
| Department of Statistical Sciences, La Sapienza University of Rome | |
| 2. | Emilia Di Lorenzo
|
| Economic and Statistical Sciences, University Federico II naples | |
| 3. | Massimiliano Menzietti
|
| DISES, University of Salerno | |
| 4. | Marilena Sibillo
|
| Department of Economics and Statistics, University of Salerno |
Abstract
The study deals with an innovative securitization framework, fully aligned with the social goal of health protection. Among the key players influencing the entire economic-social cycle, the insurer plays a central role. In line with the insurer's perspective, the paper provides an in-depth analysis of the loss function, deriving strategic insights tailored to the specific characteristics of the context. Within this framework, the loss function is examined in light of the risk-sharing mechanisms, highlighting the implications for managing and optimizing insurance policies.
Keywords
- Health Care
- Financial Modelling
- Risk Analysis and Management
Status: accepted
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