Extreme Value Theory Approaches to Insurance in a Catastrophic Environment

灾难环境下保险的极值理论方法

• 批准号: DP200101859
• 负责人: Prof Qihe Tang
• 金额: $ 21.82万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2020
• 资助国家: 澳大利亚
• 起止时间: 2020-09-01 至 2025-08-31
• 项目状态: 未结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP200101859
• 关键词: Extreme; Value; Theory; Approaches; Insurance

Recent decades are marked by numerous significant natural (climate change) or man-made (financial crises) catastrophes, which have significantly altered the landscape of the insurance industry. These have potentially significant negative impacts on the availability and affordability of insurance, and hence on the capability and capacity of households and businesses to take risks and be competitive. This project endeavours to establish progressive approaches (using extreme value theory) to the challenges faced by insurance in such a catastrophic environment. They will enhance the financial stability and competitivity of the Australian economy, and further establish its global leadership in dealing with climate changes and catastrophes.

近几十年来，发生了许多重大的自然（气候变化）或人为（金融危机）灾难，这些灾难极大地改变了保险业的格局。这对保险的可获得性和可负担性，从而对家庭和企业承担风险和具有竞争力的能力，可能产生重大的负面影响。该项目致力于建立渐进的方法（使用极值理论），以应对保险业在这种灾难性环境中所面临的挑战。这将增强澳大利亚经济的金融稳定性和竞争力，并进一步确立其在应对气候变化和灾难方面的全球领导地位。