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Beyond the Ruin Problem: Novel applications of Insurance Risk Models

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
负责人:
Morales, Manuel
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:
2021
资助国家:
加拿大
项目状态:
已结题
起止时间:
2021-01-01 至 2022-12-31

项目摘要

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中文摘要
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英文摘要
Actuarial Science; Applied Stochastic Processes; Credit Risk; Financial Mathematics; Insurance Risk Processes; Levy Processes; Market Micro-structure; Ruin Theory; Self-exciting Counting Processes; Simulation
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Beyond the Ruin Problem: Novel applications of Insurance Risk Models
  • 批准号:
    RGPIN-2018-04726
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $2.62万
  • 财政年份:
    2022
  • 负责人:
    Morales, Manuel
  • 依托单位:
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
  • 批准号:
    512046-2018
  • 项目类别:
    Collaborative Research and Training Experience
  • 资助金额:
    $21.86万
  • 财政年份:
    2021
  • 负责人:
    Morales, Manuel
  • 依托单位:
Leveraging artificial intelligence to improve Environmental, Social, and Governance (ESG) data and assess the quality of ESG reports
  • 批准号:
    571240-2022
  • 项目类别:
    Idea to Innovation
  • 资助金额:
    $1.46万
  • 财政年份:
    2021
  • 负责人:
    Morales, Manuel
  • 依托单位:
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
  • 批准号:
    RGPIN-2018-04726
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $1.31万
  • 财政年份:
    2020
  • 负责人:
    Morales, Manuel
  • 依托单位:
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