Modelling claim dependencies for the general insurance industry with economic capital in view: an innovative approach with stochastic processes
Modelling claim dependencies for the general insurance industry with economic capital in view: an innovative approach with stochastic processes
考虑到经济资本，对一般保险业的索赔依赖性进行建模：随机过程的创新方法
批准号：
LP130100723
负责人：
Prof Bernard Wong
金额：
$16.46万
依托单位国家：
澳大利亚
项目类别：
Linkage Projects
财政年份：
2013
资助国家：
澳大利亚
项目状态：
已结题
起止时间：
2013-12-13 至 2020-06-01
中文摘要
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英文摘要
This project will develop and enhance multi-dimensional models used to describe and assess the risks borne by general insurers. These innovative methods, which will be directly applicable by the industry, will strengthen the efficiency and the safety of the Australian economy.
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