Analyzing and Managing Extreme Risks in Insurance and Finance

分析和管理保险和金融领域的极端风险

• 批准号: RGPIN-2017-04242
• 负责人: Yang, Fan
• 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: 2017
• 资助国家: 加拿大
• 起止时间: 2017-01-01 至 2018-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=635995
• 关键词: Analyzing; Managing; Extreme; Risks; Insurance

Extreme risks come from rare events accompanied by disastrous economic and social consequences; for example, the 2008 financial crisis, which directly led to the 2008 – 2012 global recession, and the 2016 Fort McMurray wildfire, which is the costliest disaster in Canadian history. These man-made or natural catastrophes, which produce outliers in statistical data, all substantially affect the financial markets and (re)insurance industry. Due to these disastrous consequences, a well-functioning risk management system is of crucial importance.

极端风险来自伴随灾难性经济和社会后果的罕见事件；例如，直接导致2008-2012年全球经济衰退的2008年金融危机，以及2016年麦克默里堡野火，这是加拿大历史上代价最高的灾难。这些在统计数据中产生异常值的人为或自然灾害，都对金融市场和(再)保险业产生了重大影响。由于这些灾难性的后果，一个运作良好的风险管理系统至关重要。