Analysis of an insurer surplus process and its associated ruin related quantities

保险公司盈余过程及其相关破产相关量的分析

• 批准号: 341316-2007
• 负责人: Landriault, David
• 金额: $ 1.02万
• 依托单位: University of Waterloo
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2009
• 资助国家: 加拿大
• 起止时间: 2009-01-01 至 2010-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=429587
• 关键词: Analysis; insurer; surplus; process; its

Quantification risk management is a key component of a financial toolkit developed to assist insurance companies in their aim to maintain a sound financial situation. An appropriate quantification of the risks associated with a particular block of insurance business necessitates the use of complex mathematical models that incorporate a multitude of factors that may influence (in a direct or indirect way) the claim experience of an insurance company.

量化风险管理是金融工具包的一个关键组成部分，旨在帮助保险公司保持良好的财务状况。对与特定保险业务块相关的风险的适当量化需要使用复杂的数学模型，该模型包含可能（以直接或间接方式）影响保险公司索赔经验的多种因素。