On climate change and sustainability issues in actuarial science
Seminar in Insurance and Economics
SPEAKER: Stéphane Loisel (CNAM).
TITLE: On climate change and sustainability issues in actuarial science.
ABSTRACT: In this talk, we start by describing some practical and theoretical challenges related to climate change in insurance, for some perils like hail and subsidence, and for health and mortality insurance. We present some feedback about relevant climate change related scenario generation in the ORSA (Own Risk and Solvency Assessment) framework. We then present some results regarding claim worsening models and prevention, as well as some results about changepoint detection. We conclude with some additional remarks related to sustainability.