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Dependence in actuarial science: multivariate models, risk assessment and claim reserving

Dependence in actuarial science: multivariate models, risk assessment and claim reserving
精算科学中的依赖性：多元模型、风险评估和索赔准备金
批准号：
RGPIN-2017-04273
负责人：
Cossette, Hélène
金额：
$2.81万
依托单位：
Université Laval
依托单位国家：
加拿大
项目类别：
Discovery Grants Program - Individual
财政年份：
2017
资助国家：
加拿大
项目状态：
已结题
起止时间：
2017-01-01 至 2018-12-31
来源：
https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=635983
关键词：
Dependenceactuarialsciencemultivariatemodels

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中文摘要
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英文摘要
The construction of actuarial models allowing dependence relationships has progressed since its beginning in the 1990’s and their application in different contexts has demonstrated their usefulness. Nonetheless, problems in industry remain unsolved and more suitable dependence structures as well as numerical tools to evaluate quantities of interest are needed. Risk models based on dependence structures are still at the center of ongoing research in different areas such as risk theory and loss reserving. Further developments are still required to provide more flexible and suitable dependence frameworks with the necessary efficient numerical methods to adequately quantify risks in such contexts.
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Dependence in actuarial science: multivariate models, risk assessment and claim reserving
  • 批准号：
    RGPIN-2017-04273
  • 项目类别：
    Discovery Grants Program - Individual
  • 资助金额：
    $5.62万
  • 财政年份：
    2021
  • 负责人：
    Cossette, Hélène
  • 依托单位：
    Université Laval
Dependence in actuarial science: multivariate models, risk assessment and claim reserving
  • 批准号：
    RGPIN-2017-04273
  • 项目类别：
    Discovery Grants Program - Individual
  • 资助金额：
    $2.81万
  • 财政年份：
    2020
  • 负责人：
    Cossette, Hélène
  • 依托单位：
    Université Laval
Dependence in actuarial science: multivariate models, risk assessment and claim reserving
  • 批准号：
    RGPIN-2017-04273
  • 项目类别：
    Discovery Grants Program - Individual
  • 资助金额：
    $2.81万
  • 财政年份：
    2019
  • 负责人：
    Cossette, Hélène
  • 依托单位：
    Université Laval
Dependence in actuarial science: multivariate models, risk assessment and claim reserving
  • 批准号：
    RGPIN-2017-04273
  • 项目类别：
    Discovery Grants Program - Individual
  • 资助金额：
    $2.81万
  • 财政年份：
    2018
  • 负责人：
    Cossette, Hélène
  • 依托单位：
    Université Laval
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