Optimal reinsurance designs and related problems

最优再保险设计及相关问题

• 批准号: 399399-2011
• 负责人: Weng, Chengguo
• 金额: $ 1.24万
• 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: 2011
• 资助国家: 加拿大
• 起止时间: 2011-01-01 至 2012-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=487718
• 关键词: Optimal; reinsurance; designs; related; problems

My research interests lie in developing effective quantitative tools to evaluate and manage risks in problems related to insurance and finance. The primary objective of this research proposal is to develop theoretically sound and yet practical solutions in the quest for optimal reinsurance.

我的研究兴趣在于开发有效的定量工具来评估和管理与保险和金融相关的问题中的风险。本研究建议的主要目标是在寻求最佳再保险的过程中，开发理论上合理但实际的解决方案。