Extreme Value Theory Approaches to Insurance in a Catastrophic Environment

近几十年来发生了许多重大的自然（气候变化）或人为（金融危机）灾难，这些灾难极大地改变了保险业的格局。这些都对保险的可得性和可负担性产生了潜在的重大负面影响，从而对家庭和企业承担风险和竞争的能力和能力产生了影响。本项目试图建立渐进的方法（使用极值理论），以应对在这种灾难性环境下保险面临的挑战。它们将增强澳大利亚经济的金融稳定性和竞争力，并进一步确立其在应对气候变化和灾难方面的全球领导地位。

Recent decades are marked by numerous significant natural (climate change) or man-made (financial crises) catastrophes, which have significantly altered the landscape of the insurance industry. These have potentially significant negative impacts on the availability and affordability of insurance, and hence on the capability and capacity of households and businesses to take risks and be competitive. This project endeavours to establish progressive approaches (using extreme value theory) to the challenges faced by insurance in such a catastrophic environment. They will enhance the financial stability and competitivity of the Australian economy, and further establish its global leadership in dealing with climate changes and catastrophes.