Insurance Risk Processes

保险风险流程

• 批准号: CRC-2015-00077
• 负责人: Landriault, David
• 金额: $ 7.29万
• 依托单位: University of Waterloo
• 依托单位国家: 加拿大
• 项目类别: Canada Research Chairs
• 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: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=692731
• 关键词: Insurance; Risk; Processes

The 2008 financial crisis has had an extensive impact on the quantitative risk management practices of insurers, and has further demonstrated the importance of innovations in the development of a sophisticated risk management framework. The proposed research is expected to make significant contributions on this research theme through the analysis of an insurers cash flow dynamics. A predominant focus is given to periods of financial stress such as those pertaining to capital shortfall (ruin) or negative shock in capital level (drawdown). The development of risk processes with an accrued number of insurance-specific features will be another major theme of Dr. Landriault's research activities.

2008年金融危机对保险公司的量化风险管理做法产生了广泛影响，并进一步表明创新在制定复杂的风险管理框架方面的重要性。期望通过对保险公司现金流动态的分析，对这一研究主题做出重大贡献。主要的重点是财务压力时期，例如与资本短缺(破产)或资本水平的负面冲击(缩水)有关的时期。开发具有累积数量的保险特定特征的风险流程将是兰德里奥特博士研究活动的另一个主要主题。