Kokulo Kpai Lawuobahsumo

Università della Calabria | Università della Calabria · Department of Economics and Statistics

We use a robust measure of non-linear dependence, the Gerber cross-correlation statistic, to study the cross-dependence between the returns on Bitcoin and a set of commodities, namely wheat, gold, platinum and crude oil WTI. The Gerber statistic enables us to obtain a more robust co-movement measure since it is neither affected by extremely large n...

This dissertation established the relationship between pricing and reserving risks for life insurance companies. This research examined the underwriting cycle of life insurance contracts and procedures for pricing and reserving and identified that the risk surrounding the pricing and reserving of a life business originates from the assumptions cons...