Pricing, Solvency and Capital Management in Insurance: New Perspectives from the Integration of Actuarial and Financial Economic Theory
保险的定价、偿付能力和资本管理:精算与金融经济理论融合的新视角
基本信息
- 批准号:DP0345036
- 负责人:
- 金额:$ 11.52万
- 依托单位:
- 依托单位国家:澳大利亚
- 项目类别:Discovery Projects
- 财政年份:2003
- 资助国家:澳大利亚
- 起止时间:2003-04-30 至 2006-12-31
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
This project will investigate the optimal level of capital, pricing and solvency for an insurance company in an equilibrium framework. It will include research on the impact of extreme events and dependence of risks on fair pricing and efficient use of capital. Billions of dollars of capital are under management in insurance companies in Australia alone. The convergence of insurance and financial markets and the recently highlighted importance of events such as the World Trade Centre Disaster on September 11, requires that these issues be addressed in an integrated research program combining actuarial and financial economic theory. New insights and understandings of optimal levels and types of capital and impacts on pricing will result. This is critical to the successful management and regulation of insurance and other financial service organisations.
本研究将探讨保险公司在均衡架构下的最适资本、定价与偿付能力。它将包括研究极端事件的影响以及风险对公平定价和有效利用资本的依赖性。仅在澳大利亚,保险公司就管理着数十亿美元的资本。保险和金融市场的融合,以及最近突出的事件,如9月11日世界贸易中心灾难的重要性,要求这些问题在一个综合的研究计划相结合的精算和金融经济理论来解决。对资本的最佳水平和类型以及对定价的影响将产生新的见解和理解。这对保险和其他金融服务机构的成功管理和监管至关重要。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
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Em/Prof Michael Sherris其他文献
Em/Prof Michael Sherris的其他文献
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{{ truncateString('Em/Prof Michael Sherris', 18)}}的其他基金
Retirement income product innovation
退休收入产品创新
- 批准号:
DP170102275 - 财政年份:2017
- 资助金额:
$ 11.52万 - 项目类别:
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Mandatory pre-funded retirement income schemes: Best policy and practice.
强制性预资助退休收入计划:最佳政策和实践。
- 批准号:
LP140100104 - 财政年份:2015
- 资助金额:
$ 11.52万 - 项目类别:
Linkage Projects
Managing Risk with Insurance and Superannuation as Individuals Age
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LP0883398 - 财政年份:2009
- 资助金额:
$ 11.52万 - 项目类别:
Linkage Projects
Innovations in Enterprise Risk Management: Risk Aggregation, Dependence, and Efficiency
企业风险管理创新:风险聚合、依赖性和效率
- 批准号:
DP0663090 - 财政年份:2006
- 资助金额:
$ 11.52万 - 项目类别:
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