Experience
Publications
Read their latest work
Article
MTPL markets in CEE
09 September 2022 - by Michal Bobrowski, Michał Krzemiński, Jaroslaw Lech
We look at the MTPL markets of four Central-Eastern European countries, characterized by growing societal wealth and motor vehicle use.
Article
Credit risk models in risk-neutral valuation of options and guarantees
19 August 2020 - by Grzegorz Darkiewicz, Ed Morgan, Michal Bobrowski, Aldo Balestreri
How are joint interest rate and credit risk for risk-neutral valuation typically offered by providers of economic scenario generators?