Insurance loss distributions and surplus analysis

保险损失分布和盈余分析

• 批准号: 36515-2011
• 负责人: Willmot, Gordon
• 金额: $ 2.04万
• 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: 2013
• 资助国家: 加拿大
• 起止时间: 2013-01-01 至 2014-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=521384
• 关键词: Insurance; loss; distributions; surplus; analysis

The obligation of insurers to society requires that they employ sound financial risk management techniques to ensure that they are financially able to meet their obligations. In particular, sophisticated mathematical modelling techniques and tools are needed in order to adequately describe the many and varied insurance and financial products that are sold to the public at large.

保险人对社会的义务要求他们采用健全的金融风险管理技术，以确保他们在财务上有能力履行其义务。特别是，需要复杂的数学建模技术和工具，以充分描述向公众出售的多种多样的保险和金融产品。