Beyond the Ruin Problem: Novel applications of Insurance Risk Models
超越破产问题:保险风险模型的新应用
基本信息
- 批准号:RGPIN-2018-04726
- 负责人:
- 金额:$ 1.31万
- 依托单位:
- 依托单位国家:加拿大
- 项目类别:Discovery Grants Program - Individual
- 财政年份:2019
- 资助国家:加拿大
- 起止时间:2019-01-01 至 2020-12-31
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
The proposed research program seeks to contribute to the field of insurance and financial mathematics in two fronts. A first component will focus on extending the current state of knowledge in insurance risk theory, in particular in ruin theory and risk measures. However, the direction of such generalizations will be mainly dictated by the modeling needs of practical applications. Indeed, the second component of our research program will build upon the exploration of practical applications of the mathematical and statistical technology developed in the field of insurance risk theory and in particular ruin theory and casualty insurance modeling. ***There is a large body of knowledge that has been constructed over several decades and we now have good theoretical frameworks in several areas of insurance modeling. Over the next five years, I propose to explore applications in other fields under the lens of the understanding and framework provided by insurance risk theory. Indeed, advances in insurance risk theory and casualty insurance involve tools and concepts from different fields such as stochastic analysis, statistical inference, theory and estimation of stochastic processes. There are areas in finance and insurance where the building blocks from classical insurance risk theory, as well as the processes and methods themselves, arise naturally. The main fields where we intend to explore applications are, but not limited to, market micro-structure and credit risk. Indeed, more complex models describing the different degrees of complexity behind these two applications need to be studied. These needs intersect nicely with the body of knowledge in insurance risk theory and applications arise naturally and are the subject of the proposed research program. This research program seeks to explore theoretical questions around the so-called insurance risk processes and the ruin problem in directions that determined not by what is technically possible and a logical next step from a theoretical standpoint but they are dictated by applications.
拟议的研究计划寻求在两个方面为保险和金融数学领域做出贡献。第一部分将侧重于扩展保险风险理论,特别是破产理论和风险度量方面的知识现状。然而,这种概括的方向将主要由实际应用的建模需求决定。事实上,我们研究计划的第二部分将建立在探索在保险风险理论领域发展的数学和统计技术的实际应用的基础上,特别是破产理论和意外保险建模。*几十年来建立了大量的知识,我们现在在保险建模的几个领域有了很好的理论框架。在接下来的五年里,我建议在保险风险理论提供的理解和框架下,探索在其他领域的应用。事实上,保险风险理论和意外伤害保险的发展涉及来自不同领域的工具和概念,如随机分析、统计推断、随机过程的理论和估计。在金融和保险领域,经典保险风险理论的基石以及过程和方法本身都是自然而然地产生的。我们打算探索应用的主要领域是但不限于市场微观结构和信用风险。事实上,需要研究描述这两个应用程序背后不同复杂程度的更复杂的模型。这些需求与保险风险理论和应用方面的知识很好地交织在一起,自然地产生了,也是拟议的研究计划的主题。这项研究计划试图探索围绕所谓的保险风险过程和破产问题的理论问题,方向不是由技术上的可能性和从理论观点来看的合乎逻辑的下一步决定的,而是由应用决定的。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
数据更新时间:{{ journalArticles.updateTime }}
{{
item.title }}
{{ item.translation_title }}
- DOI:
{{ item.doi }} - 发表时间:
{{ item.publish_year }} - 期刊:
- 影响因子:{{ item.factor }}
- 作者:
{{ item.authors }} - 通讯作者:
{{ item.author }}
数据更新时间:{{ journalArticles.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ monograph.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ sciAawards.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ conferencePapers.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ patent.updateTime }}
Morales, Manuel其他文献
Differences in the presentation and evolution of primary aldosteronism in elderly (≥65 years) and young patients (<65 years).
- DOI:
10.1530/ec-22-0169 - 发表时间:
2022-06-01 - 期刊:
- 影响因子:2.9
- 作者:
Parra Ramirez, Paola;Martin Rojas-Marcos, Patricia;Paja Fano, Miguel;Gonzalez Boillos, Marga;Pascual-Corrales, Eider;Garcia-Cano, Ana;Gabriel Ruiz-Sanchez, Jorge;Vicente, Almudena;Gomez-Hoyos, Emilia;Ferreira, Rui;Garcia Sanz, Inigo;Recasens, Monica;Pla Peris, Begona;Barahona San Millan, Rebeca;Picon Cesar, Maria Jose;Diaz Guardiola, Patricia;Garcia Gonzalez, Juan Jesus;Perdomo, Carolina;Manjon, Laura;Garcia-Centeno, Rogelio;Carlos Percovich, Juan;Rebollo Roman, Angel;Gracia Gimeno, Paola;Robles Lazaro, Cristina;Morales, Manuel;Hanzu, Felicia;Araujo-Castro, Marta - 通讯作者:
Araujo-Castro, Marta
Differential Transcriptome Profile of Peripheral White Cells to Identify Biomarkers Involved in Oxaliplatin Induced Neuropathy
- DOI:
10.3390/jpm4020282 - 发表时间:
2014-06-01 - 期刊:
- 影响因子:0
- 作者:
Morales, Manuel;Avila, Julio;Martin-Vasallo, Pablo - 通讯作者:
Martin-Vasallo, Pablo
Haematological and biochemical blood reference values for Canary Island camels (Camelus dromedarius), an endangered dromedary species.
- DOI:
10.1016/j.sjbs.2023.103677 - 发表时间:
2023-06 - 期刊:
- 影响因子:4.4
- 作者:
Martin-Barrasa, Jose Luis;Tejedor-Junco, Maria Teresa;Cabrera, Soraya;Morales, Manuel;Melian, Adrian;Corbera, Juan Alberto - 通讯作者:
Corbera, Juan Alberto
Maximal origami flip graphs of flat-foldable vertices: properties and algorithms
可平折叠顶点的最大折纸翻转图:属性和算法
- DOI:
10.7155/jgaa.00605 - 发表时间:
2022 - 期刊:
- 影响因子:0
- 作者:
Hull, Thomas C.;Morales, Manuel;Nash, Sarah;Ter-Saakov, Natalya - 通讯作者:
Ter-Saakov, Natalya
Use of panitumumab in the treatment of acinar cell carcinoma of the pancreas: A case report
- DOI:
10.3892/ol.2012.1083 - 发表时间:
2013-03-01 - 期刊:
- 影响因子:2.9
- 作者:
Morales, Manuel;Angel Cabrera, Miguel;Ferrer-Lopez, Noemi - 通讯作者:
Ferrer-Lopez, Noemi
Morales, Manuel的其他文献
{{
item.title }}
{{ item.translation_title }}
- DOI:
{{ item.doi }} - 发表时间:
{{ item.publish_year }} - 期刊:
- 影响因子:{{ item.factor }}
- 作者:
{{ item.authors }} - 通讯作者:
{{ item.author }}
{{ truncateString('Morales, Manuel', 18)}}的其他基金
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
超越破产问题:保险风险模型的新应用
- 批准号:
RGPIN-2018-04726 - 财政年份:2022
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
超越破产问题:保险风险模型的新应用
- 批准号:
RGPIN-2018-04726 - 财政年份:2021
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
NSERC CREATE 定量金融和商业分析机器学习项目
- 批准号:
512046-2018 - 财政年份:2021
- 资助金额:
$ 1.31万 - 项目类别:
Collaborative Research and Training Experience
Leveraging artificial intelligence to improve Environmental, Social, and Governance (ESG) data and assess the quality of ESG reports
利用人工智能改进环境、社会和治理 (ESG) 数据并评估 ESG 报告的质量
- 批准号:
571240-2022 - 财政年份:2021
- 资助金额:
$ 1.31万 - 项目类别:
Idea to Innovation
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
超越破产问题:保险风险模型的新应用
- 批准号:
RGPIN-2018-04726 - 财政年份:2020
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
NSERC CREATE 定量金融和商业分析机器学习项目
- 批准号:
512046-2018 - 财政年份:2020
- 资助金额:
$ 1.31万 - 项目类别:
Collaborative Research and Training Experience
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
NSERC CREATE 定量金融和商业分析机器学习项目
- 批准号:
512046-2018 - 财政年份:2019
- 资助金额:
$ 1.31万 - 项目类别:
Collaborative Research and Training Experience
Application des méthodes d'apprentissage machine au problème d'inventaire dans les stratégies algorithmiques à haute fréquence: une approche via un simulateur du marché
在算法策略和高频率中解决发明问题的学徒机器方法的应用:通过行军模拟的方法
- 批准号:
513295-2017 - 财政年份:2018
- 资助金额:
$ 1.31万 - 项目类别:
Collaborative Research and Development Grants
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
超越破产问题:保险风险模型的新应用
- 批准号:
RGPIN-2018-04726 - 财政年份:2018
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
NSERC CREATE 定量金融和商业分析机器学习项目
- 批准号:
512046-2018 - 财政年份:2018
- 资助金额:
$ 1.31万 - 项目类别:
Collaborative Research and Training Experience
相似海外基金
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
超越破产问题:保险风险模型的新应用
- 批准号:
RGPIN-2018-04726 - 财政年份:2022
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
超越破产问题:保险风险模型的新应用
- 批准号:
RGPIN-2018-04726 - 财政年份:2021
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
Building Archaeology at the Ruin of the Benedictine Abbey of Limburg an der Haardt
哈特河畔林堡本笃会修道院遗址的建筑考古
- 批准号:
437930411 - 财政年份:2020
- 资助金额:
$ 1.31万 - 项目类别:
Research Grants
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
超越破产问题:保险风险模型的新应用
- 批准号:
RGPIN-2018-04726 - 财政年份:2020
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
Joint Investigation on Chinese Capital ruin fields for accurate restoration of ground arrangement plans in Chinese Historical Capitals
中国都城遗址联合考察 准确还原中国古都遗址布局图
- 批准号:
19KK0013 - 财政年份:2019
- 资助金额:
$ 1.31万 - 项目类别:
Fund for the Promotion of Joint International Research (Fostering Joint International Research (B))
Loss Reserving and Ruin Probabilities
损失保留和破产概率
- 批准号:
541848-2019 - 财政年份:2019
- 资助金额:
$ 1.31万 - 项目类别:
University Undergraduate Student Research Awards
Advanced ruin theory models and applications
先进的废墟理论模型及应用
- 批准号:
RGPIN-2014-04174 - 财政年份:2018
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
Gerber-Shiu Functions in Ruin Theory
毁灭理论中的 Gerber-Shiu 函数
- 批准号:
487552-2016 - 财政年份:2018
- 资助金额:
$ 1.31万 - 项目类别:
Postgraduate Scholarships - Doctoral
New directions in insurance loss modeling, ruin theory and their applications
保险损失建模、破产理论及其应用的新方向
- 批准号:
RGPIN-2014-05981 - 财政年份:2018
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual
Lévy processes in actuarial ruin theory and exotic option pricing
精算破产理论和奇异期权定价中的利维过程
- 批准号:
RGPIN-2014-05040 - 财政年份:2018
- 资助金额:
$ 1.31万 - 项目类别:
Discovery Grants Program - Individual